```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,311,953                :
: Positions                                                                                                    :
:2,402,315 1,116,793   151,229 1,526,160   414,199   306,135   183,800   503,126    89,441   140,658   405,950 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
: -171,816   -69,296     5,839  -107,099       526    -2,808   -16,165   -16,020   -19,824     1,386       381 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      25.9       3.5      35.4       9.6       7.1       4.3      11.7       2.1       3.3       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   211                     :
:      114        87         9        16        21        16        13        23        15        24        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   467,054                :
: Positions                                                                                                    :
:   50,709   100,882   105,312    68,235    98,188    76,996    59,926    46,653    37,058    40,487    52,073 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -2,143   -15,917    -1,212    -6,233   -10,580   -13,312    -1,500    -5,518    -7,058        57    -8,914 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      21.6      22.5      14.6      21.0      16.5      12.8      10.0       7.9       8.7      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       18        18        12         5        14        10         4        10         9         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   223,738                :
: Positions                                                                                                    :
:  153,675   176,958    20,390    10,264    19,926     8,749     3,302     5,205         0       424       338 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      -35      -765        33       -99       171      -589       166       172         0       124      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      79.1       9.1       4.6       8.9       3.9       1.5       2.3       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        26         5         5         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is    94,580                :
: Positions                                                                                                    :
:   71,924    72,495     2,614    12,618     4,554     8,989         0       669         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -1,116      -449        62         8      -490       389         0      -183         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      76.6       2.8      13.3       4.8       9.5       0.0       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        23         .         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   211,571                :
: Positions                                                                                                    :
:  156,961    72,289    30,325   109,908     5,944     3,192     8,560     4,497     2,983     2,782       385 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -1,162    -1,207       428       180      -305       410      -379        19      -580         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      34.2      14.3      51.9       2.8       1.5       4.0       2.1       1.4       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       18        16         4         9         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   672,773                :
: Positions                                                                                                    :
:  566,181   161,698    10,833   410,172    54,647        85    18,683     1,506    14,484     1,751    16,769 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -1,923    -1,860      -214    -2,345     2,250        85     2,185       770    -1,438      -214     1,837 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      24.0       1.6      61.0       8.1       0.0       2.8       0.2       2.2       0.3       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        22         .        11        12         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   272,937                :
: Positions                                                                                                    :
:  248,477   188,167     7,695    53,937     7,803     1,482     1,614     1,194       648    13,281       792 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:     -106      -387       388       833      -214       760       273      -172      -367        56      -174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      68.9       2.8      19.8       2.9       0.5       0.6       0.4       0.2       4.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   266,817                :
: Positions                                                                                                    :
:  246,445   139,285     3,080   111,216     4,340         6     1,934     3,731     1,488       512     2,360 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    1,167     1,968      -214       155         0      -475        20       -45       651    -1,098       182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      52.2       1.2      41.7       1.6       0.0       0.7       1.4       0.6       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       30        32         .        10         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   116,101                :
: Positions                                                                                                    :
:   95,485    72,102     1,203    29,902     2,994     7,400         0     3,065         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -1,114        27         0       -68         0       -22         0       124         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      62.1       1.0      25.8       2.6       6.4       0.0       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        14         .         6         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   107,568                :
: Positions                                                                                                    :
:   75,648    72,921     5,950    11,495     6,243         0     1,044     5,755         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    1,884       687         8        92      -246         0        -5         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      67.8       5.5      10.7       5.8       0.0       1.0       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         4         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    25,622                :
: Positions                                                                                                    :
:   18,449    19,960     4,584     2,326     1,234         0         0         0       707       961         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      410       379       -62         0        62         0         0         0        62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      77.9      17.9       9.1       4.8       0.0       0.0       0.0       2.8       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         8         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    90,218                :
: Positions                                                                                                    :
:   76,842    37,828     2,684    41,471       200       783       330     2,718         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:     -218       216         0       396         0       768         0      -140         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      41.9       3.0      46.0       0.2       0.9       0.4       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   208,795                :
: Positions                                                                                                    :
:  193,644    83,376     4,112   115,313     3,776         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    2,634      -337        -2     2,969         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      39.9       2.0      55.2       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        14         .        10         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    89,778                :
: Positions                                                                                                    :
:   60,309    62,866    20,117    20,231       745         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:     -978      -827       214       403      -496         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      70.0      22.4      22.5       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        13         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   329,228                :
: Positions                                                                                                    :
:  296,394   127,828    21,665   188,216     2,959         0         0         0         0       116       124 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:       58     1,502       320      -794         0         0         0         0         0       -94       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      38.8       6.6      57.2       0.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       39        25         4         9         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    81,805                :
: Positions                                                                                                    :
:   68,254    39,738     1,209    12,500     5,008         0     9,169     2,062         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:       68       630         0      -140         0         0       524       -80         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      48.6       1.5      15.3       6.1       0.0      11.2       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         5         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    66,589                :
: Positions                                                                                                    :
:   31,361    41,203    22,176    11,641     4,726       758         0     1,843         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      258       -71         0      -183         0      -388         0       142         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      61.9      33.3      17.5       7.1       1.1       0.0       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         7         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   112,599                :
: Positions                                                                                                    :
:   78,010    67,904     5,245    36,205     1,457    22,232         0       372     1,457     1,457         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    3,010     8,990    -1,663      -462       806     3,503         0         0       713         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      60.3       4.7      32.2       1.3      19.7       0.0       0.3       1.3       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       19        25         .         .         .         6         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    97,028                :
: Positions                                                                                                    :
:   55,451    85,284    13,573         0     2,394    20,538       248     1,575     1,953     4,836       248 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    4,681     9,734       644      -441     1,061     3,255      -248       248       465      -155       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      87.9      14.0       0.0       2.5      21.2       0.3       1.6       2.0       5.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       27        29         9         0         .         5         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    65,046                :
: Positions                                                                                                    :
:   61,523    55,773     1,756     2,719         0         0         0         0     1,302     5,500         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      453       298         0         0         0         0         0         0       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      85.7       2.7       4.2       0.0       0.0       0.0       0.0       2.0       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        19         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   161,867                :
: Positions                                                                                                    :
:  129,723   138,250    16,840     9,097     3,448     1,873         0     1,565       584         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:       45       380       766       -71       202         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      85.4      10.4       5.6       2.1       1.2       0.0       1.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       28        25         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    56,743                :
: Positions                                                                                                    :
:   44,052    38,533       797     8,160     2,012       765     1,763     1,999         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    1,650       312         0        28         0    -1,400         0       593         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      67.9       1.4      14.4       3.5       1.3       3.1       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   104,771                :
: Positions                                                                                                    :
:   87,570    59,047     3,170    26,341     8,958         0     3,104     2,186         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    1,820       791         0     1,408      -399         0      -130        39         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      56.4       3.0      25.1       8.6       0.0       3.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        21         .         5         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    78,309                :
: Positions                                                                                                    :
:   62,110    69,562     6,973         0     3,217     2,106         0       559       391         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:       52      -344      -308         0         0       -84         0        48       -84         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      88.8       8.9       0.0       4.1       2.7       0.0       0.7       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    90,835                :
: Positions                                                                                                    :
:   48,365    72,687    31,622       579       396       217         0        31         0    15,318         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      80.0      34.8       0.6       0.4       0.2       0.0       0.0       0.0      16.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         7         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    23,483                :
: Positions                                                                                                    :
:   13,304    22,788     5,191         0         0     4,213         0         0       372       329         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      140       174         0         0         0         0         0         0        62        28         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      97.0      22.1       0.0       0.0      17.9       0.0       0.0       1.6       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6        15         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   121,258                :
: Positions                                                                                                    :
:  107,929   107,935     2,188         0     1,036       627         0       926         0    10,090         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:     -270       760         0         0         0       152         0      -133         0      -878         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      89.0       1.8       0.0       0.9       0.5       0.0       0.8       0.0       8.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        14         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   207,487                :
: Positions                                                                                                    :
:  168,244    57,146     9,315   118,939     9,795     3,757    10,021     3,723         0     3,638         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -1,652    -1,593         0      -735         0        62       938       101         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      27.5       4.5      57.3       4.7       1.8       4.8       1.8       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        17         .        11         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    23,202                :
: Positions                                                                                                    :
:   19,537    18,142         0     3,200         0       496         0         0       484       775       341 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:        0        62         0         0         0         0         0         0         0       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      78.2       0.0      13.8       0.0       2.1       0.0       0.0       2.1       3.3       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        15         0         .         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    32,186                :
: Positions                                                                                                    :
:   21,422    30,278     7,473       496       345         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      848     1,634       600       -31         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      94.1      23.2       1.5       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   252,411                :
: Positions                                                                                                    :
:  208,615   142,409    21,762    77,941     6,515         0     4,191     1,096       241    14,936     1,219 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      181       203         0       137         0         0       -31         0       241         0       157 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      56.4       8.6      30.9       2.6       0.0       1.7       0.4       0.1       5.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       31        24         .         6         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    72,444                :
: Positions                                                                                                    :
:   57,479    45,661     7,591    18,787     3,362         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      722     1,105         0       -11       313         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      63.0      10.5      25.9       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    79,053                :
: Positions                                                                                                    :
:   33,410    60,084    38,817    11,080     3,666         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:     -186        28       270         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.3      76.0      49.1      14.0       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        13         6         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    74,938                :
: Positions                                                                                                    :
:   55,167    51,409    10,693    13,471     4,681         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    1,558       214         0       447         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      68.6      14.3      18.0       6.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    21,177                :
: Positions                                                                                                    :
:   17,748    17,729     2,375     1,588         0         0         0         0         0       217       124 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:        0        93         0         0         0         0         0         0         0       -93        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      83.7      11.2       7.5       0.0       0.0       0.0       0.0       0.0       1.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        13         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   933,734                :
: Positions                                                                                                    :
:  130,991   128,604   199,732     6,330    42,342   200,260   248,247   184,566    26,579   202,799    92,145 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:    3,974     2,534     3,886      -717     2,663    -3,098     6,417     5,753     2,529       780    -5,331 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.0      13.8      21.4       0.7       4.5      21.4      26.6      19.8       2.8      21.7       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   265                     :
:       40        31        25         5        23        59        57        66        31        39        52 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   407,795                :
: Positions                                                                                                    :
:   62,477    56,658    16,430    79,454    55,914    76,281    28,202    42,849   118,910   107,442    30,761 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -2,787    -5,224     1,200     2,098   -10,061     4,591     2,902    -4,208   -11,088    -9,300    -4,464 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      13.9       4.0      19.5      13.7      18.7       6.9      10.5      29.2      26.3       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       19        19         4         9        11         .         5        10        13         5        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    72,342                :
: Positions                                                                                                    :
:    9,428    14,225    21,393    10,540    13,438     3,703     5,190     7,182     5,241     7,840     7,510 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:     -914    -3,773     2,282    -5,752    -3,706    -2,430     4,319    -4,066    -2,320     1,168    -4,332 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      19.7      29.6      14.6      18.6       5.1       7.2       9.9       7.2      10.8      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        7         7         8         .        10         .         .         6         8         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,687,544                :
: Positions                                                                                                    :
:  418,496   185,092    52,095   967,069   220,032   196,981    75,760   120,916   557,878    20,186    62,499 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:  -18,776   -15,107    22,498    -8,270   -47,186    -3,575    11,997   -33,922   -20,022    -5,038   -31,141 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.8      11.0       3.1      57.3      13.0      11.7       4.5       7.2      33.1       1.2       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       35        30         4        17        20        10         9        17        12         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   557,493                :
: Positions                                                                                                    :
:  117,751    83,449   198,264   119,335   111,053     3,589    82,432    46,039    19,430    55,249    55,827 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -5,163    -9,156    -7,245   -28,716     3,319     3,159    24,774   -21,094       738     3,886    -6,457 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      15.0      35.6      21.4      19.9       0.6      14.8       8.3       3.5       9.9      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       17        17        14         6        15         .        10         7        10         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is     7,078                :
: Positions                                                                                                    :
:    5,978     3,416       250     3,183       167         0         0         0       373       162         0 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      366        31         0       335         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      48.3       3.5      45.0       2.4       0.0       0.0       0.0       5.3       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    75,763                :
: Positions                                                                                                    :
:   59,175    58,784     6,244     4,168     5,356        68         0         0     3,382     6,289       838 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:   -4,301    -3,969       280         0       -35         0         0         0       100        65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      77.6       8.2       5.5       7.1       0.1       0.0       0.0       4.5       8.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       41        40         4         5         7         .         0         0        11         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    15,527                :
: Positions                                                                                                    :
:   12,265    12,148     1,945     1,786       982         0         0         0         0       184       110 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      112       232        60         0         0         0         0         0         0       -60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      78.2      12.5      11.5       6.3       0.0       0.0       0.0       0.0       1.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    22,300                :
: Positions                                                                                                    :
:   17,393    12,024       610     2,674     2,758         0         0         0       808     4,407       207 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      133       253       110         0       198         0         0         0        30         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      53.9       2.7      12.0      12.4       0.0       0.0       0.0       3.6      19.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        22         .         5         4         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    14,065                :
: Positions                                                                                                    :
:   10,211     7,422     1,297     1,832       492         0         0         0       370     2,474     1,602 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      -56       -46         0        15         0         0         0         0         0       -25       106 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      52.8       9.2      13.0       3.5       0.0       0.0       0.0       2.6      17.6      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        19         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    11,337                :
: Positions                                                                                                    :
:    9,709     4,614       379     5,566       142         0         0         0       548       960        28 :
:                                                                                                              :
: Changes from:     December 23, 2014                                                                          :
:      -35       -50       -30       -15         8         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      40.7       3.3      49.1       1.3       0.0       0.0       0.0       4.8       8.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 2, 2015