```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 4,539,840                :
: Positions                                                                                                    :
:2,046,962 1,061,011    46,798 1,622,371   587,501   641,576    47,593   486,168   119,393   144,950   530,956 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:  -92,642   -29,590     4,947  -139,348    10,818  -133,666     8,184   -22,689   105,145    51,128   -31,443 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      23.4       1.0      35.7      12.9      14.1       1.0      10.7       2.6       3.2      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   206                     :
:      108        89         5        25        27        20         9        23        14        18        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   599,393                :
: Positions                                                                                                    :
:   52,371   148,230   228,279    83,822   102,990    27,888    21,629    55,944    36,019    90,947    95,587 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:   -6,006    -8,511    16,201    -6,545   -26,152    -7,192     2,543     2,853       -98    14,865   -12,213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7      24.7      38.1      14.0      17.2       4.7       3.6       9.3       6.0      15.2      15.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       15        20        13         8        18         5        10         4         4        14        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   241,941                :
: Positions                                                                                                    :
:  134,892   175,553    15,940    16,827    29,704    19,756     1,519     8,997    14,490         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    1,178     2,317       214       -99      -244        65       -59       218         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      72.6       6.6       7.0      12.3       8.2       0.6       3.7       6.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        22         .         7         6         4         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   130,312                :
: Positions                                                                                                    :
:  106,902    95,216     5,968    22,792     4,840     5,840         0     1,019         0     1,930         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    2,959     2,499         0       151         0    -1,129         0       145         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      73.1       4.6      17.5       3.7       4.5       0.0       0.8       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        19         .         5         8         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   210,979                :
: Positions                                                                                                    :
:  145,651    83,716    11,216    82,829    21,580    17,505    10,536     2,372     4,017     1,486         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    3,923     7,661     2,676    -1,824      -820       625       742      -140         0       246         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      39.7       5.3      39.3      10.2       8.3       5.0       1.1       1.9       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        17         5         8         9         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   798,494                :
: Positions                                                                                                    :
:  641,767   206,621     5,498   495,811    72,170     3,391       234     2,109    58,130     2,776    10,109 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    3,614     5,788    -1,263    -3,371     1,261      -153         5    -1,213       -54         0      -303 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      25.9       0.7      62.1       9.0       0.4       0.0       0.3       7.3       0.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       38        20         .        16        17         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   236,320                :
: Positions                                                                                                    :
:  174,014   188,807    19,027    14,123     9,869    22,104         0     1,557     3,016    15,606         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    8,971        -3    -5,547         0       758    -3,060         0       483        31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      79.9       8.1       6.0       4.2       9.4       0.0       0.7       1.3       6.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        21         4         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   228,528                :
: Positions                                                                                                    :
:  207,085   103,540     6,968   107,060     8,201       196     1,587     3,164       217         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    6,235     2,477       492     1,956       906    -1,643     1,587       520      -155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      45.3       3.0      46.8       3.6       0.1       0.7       1.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        29         4        11         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   105,376                :
: Positions                                                                                                    :
:   87,416    44,517         0    39,707     3,106     4,166         0     3,007         0     1,940         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    1,371     2,960         0       146         0       921      -634       206         0      -124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      42.2       0.0      37.7       2.9       4.0       0.0       2.9       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         0         6         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   107,772                :
: Positions                                                                                                    :
:   68,761    67,017    11,589     6,116     9,438       279     9,753     3,182         0     5,464     1,484 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -549        54       980       428      -707         0       124         0    -1,737       306       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      62.2      10.8       5.7       8.8       0.3       9.0       3.0       0.0       5.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        20         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    78,661                :
: Positions                                                                                                    :
:   64,489    24,202     2,864    38,486       673       376     4,390     1,334         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    1,877       130         0     2,016         0       214       461      -114         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      30.8       3.6      48.9       0.9       0.5       5.6       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        11         .         6         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   217,153                :
: Positions                                                                                                    :
:  199,420    67,705     2,616   140,430     4,876         0         0         0       978         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    3,095     1,183      -212     1,007       462         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      31.2       1.2      64.7       2.2       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        13         .        11         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    95,692                :
: Positions                                                                                                    :
:   61,684    61,954    22,783    29,358     1,036         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:      490       792         0      -302       180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      64.7      23.8      30.7       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        16         5         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   300,923                :
: Positions                                                                                                    :
:  249,117   134,453    22,997   140,944    15,828         0     1,968         0     4,295         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    5,014     2,695         0     2,509       187         0         0         0      -217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      44.7       7.6      46.8       5.3       0.0       0.7       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       35        23         .        13         8         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    69,838                :
: Positions                                                                                                    :
:   50,735    12,893     3,260    32,999     5,742     1,895     6,554     3,311         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -323      -228       852         0        92         0       344      -482         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      18.5       4.7      47.3       8.2       2.7       9.4       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13         9         4         8         5         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    77,067                :
: Positions                                                                                                    :
:   36,910    40,943    25,842    21,971     3,730       973         0     3,729         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:        0       -62       218         0         0      -308         0       270         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      53.1      33.5      28.5       4.8       1.3       0.0       4.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        10         5         5         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   129,563                :
: Positions                                                                                                    :
:  109,370    57,747     1,948    60,320       868    13,020     1,583     2,069       806       992         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    6,077    13,227     1,116     1,879    -1,116     6,025    -1,517     1,517       806      -248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      44.6       1.5      46.6       0.7      10.0       1.2       1.6       0.6       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       21        24         .         7         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    90,787                :
: Positions                                                                                                    :
:   56,047    79,357     6,024     3,300       868    20,884     1,523     2,129     3,529       332       660 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    6,417    15,492     1,302     1,205    -1,054     6,025    -1,577     1,577       704      -381       660 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      87.4       6.6       3.6       1.0      23.0       1.7       2.3       3.9       0.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       25        32         4         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    50,096                :
: Positions                                                                                                    :
:   46,976    42,942     2,087     6,059       120         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    3,897     3,472       372       527       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      85.7       4.2      12.1       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        21         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   154,506                :
: Positions                                                                                                    :
:  107,678   133,303    23,740     1,927     6,295       756     1,136       476         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    4,137     5,241      -255         0     2,063       298       -93       476         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      86.3      15.4       1.2       4.1       0.5       0.7       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       27        23         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    14,369                :
: Positions                                                                                                    :
:    9,257     8,700         0     2,198        31       854         0       496         0     1,105     1,412 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      60.5       0.0      15.3       0.2       5.9       0.0       3.5       0.0       7.7       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    59,814                :
: Positions                                                                                                    :
:   37,622    39,004    12,499    11,876       516       882         0     1,264         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -151       240         0         0         0       366         0      -344         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      65.2      20.9      19.9       0.9       1.5       0.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   104,105                :
: Positions                                                                                                    :
:   87,362    36,817         0    43,129     9,033       610     3,198     2,906         0         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    2,409       -99         0       279      -279      -236     1,015      -118         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      35.4       0.0      41.4       8.7       0.6       3.1       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        16         0         6         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    73,195                :
: Positions                                                                                                    :
:   35,252    59,895    23,969     1,720       182         0     3,442     1,279     4,971         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    1,456       450         0         0         0         0     1,065      -259         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.2      81.8      32.7       2.3       0.2       0.0       4.7       1.7       6.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    28,624                :
: Positions                                                                                                    :
:   16,266    24,549     3,122       112     1,958     5,386         0         0     1,712       600         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    1,774     1,867         0         0         0        62         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      85.8      10.9       0.4       6.8      18.8       0.0       0.0       6.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        6        13         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   133,799                :
: Positions                                                                                                    :
:  121,938   102,684        44     2,227     4,111         0     1,328     1,197       372    18,333         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -181       536         0         0         0         0    -1,079       512         0       151         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      76.7       0.0       1.7       3.1       0.0       1.0       0.9       0.3      13.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   271,459                :
: Positions                                                                                                    :
:  219,666    49,678    15,402   151,088    12,181         0    35,195    10,957       434       403         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    5,385     8,229     1,065    -1,374       -31         0    -2,882     4,249      -466       403      -244 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      18.3       5.7      55.7       4.5       0.0      13.0       4.0       0.2       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        17         .        11         8         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    37,195                :
: Positions                                                                                                    :
:   27,348    27,671     1,063     4,205         0       434     4,891         0     5,995         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:      -93       -31         0        31         0       -31         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      74.4       2.9      11.3       0.0       1.2      13.1       0.0      16.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    44,027                :
: Positions                                                                                                    :
:   14,610    40,287    22,228       310     1,519       279         0         0     1,496         0       840 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    2,613     1,788         0        31       -31       279         0         0      -124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.2      91.5      50.5       0.7       3.5       0.6       0.0       0.0       3.4       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        15         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   268,606                :
: Positions                                                                                                    :
:  204,944   161,330    30,229    40,944    17,179     1,968     3,522     1,651       590    34,804     2,568 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    2,324     5,834      -641    -2,654     3,061         0      -272       -59         0    -1,717         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      60.1      11.3      15.2       6.4       0.7       1.3       0.6       0.2      13.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       35        27         5         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    65,458                :
: Positions                                                                                                    :
:   35,404    50,122     9,154     4,496     7,295         0         0         0     9,144         0         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -399      -271       128         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      76.6      14.0       6.9      11.1       0.0       0.0       0.0      14.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        15         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    83,339                :
: Positions                                                                                                    :
:   39,578    67,178    33,927     7,838     5,713         0         0         0         0       984         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -244      -182         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.5      80.6      40.7       9.4       6.9       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         6         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    69,736                :
: Positions                                                                                                    :
:   43,984    49,948    12,484     8,073     3,996         0        60       465         0     4,846       121 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:      311     1,317        63      -240       121         0      -425       301         0      -248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      71.6      17.9      11.6       5.7       0.0       0.1       0.7       0.0       6.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    22,863                :
: Positions                                                                                                    :
:   21,881    20,670       372         0         0         0         0         0         0       883         0 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:        0       403         0         0         0         0      -248         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      90.4       1.6       0.0       0.0       0.0       0.0       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 1,031,681                :
: Positions                                                                                                    :
:  141,860   154,409   136,484    37,665    65,992   265,109   215,605   204,624    29,030   204,673   119,009 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:    2,860    -2,070     3,436    -4,034       863   -18,339    -7,987    -6,909     3,044       209     3,739 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      15.0      13.2       3.7       6.4      25.7      20.9      19.8       2.8      19.8      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   265                     :
:       35        30        19        15        26        86        28        56        43        26        47 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   424,730                :
: Positions                                                                                                    :
:   54,505    57,298    17,931   108,896    72,389    45,572     8,171    43,394   154,771    96,431    32,499 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:   -6,184    -2,816       246    -9,447      -877     3,896     2,123     1,169    -6,710     1,020      -876 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      13.5       4.2      25.6      17.0      10.7       1.9      10.2      36.4      22.7       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       13        18         4        11        14         5         4        10        11         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    73,825                :
: Positions                                                                                                    :
:    5,346    10,916    42,155     9,760     9,534       538     8,270     3,784     1,911    22,673     5,318 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:   -1,008     1,663      -251    -1,319       439      -853    -4,304      -350    -3,114      -805    -1,965 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.2      14.8      57.1      13.2      12.9       0.7      11.2       5.1       2.6      30.7       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        6         5         9         .        11         .         4         5         .         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 1,950,435                :
: Positions                                                                                                    :
:  273,812   273,912    36,386   863,476   382,395   338,178    37,916   215,919   544,595    27,136   116,370 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:   -3,940   -16,539      -422   -17,810    -7,442    -4,950    -1,583   -10,845   -14,680     9,898   -20,117 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.0      14.0       1.9      44.3      19.6      17.3       1.9      11.1      27.9       1.4       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       39        38         9        18        26        16         6        17        15         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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   668,323                :
: Positions                                                                                                    :
:  129,206    74,498   285,201   162,531   123,192     7,142   101,175    52,860     6,927    93,801    56,931 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:   -8,477    -1,493      -280    -3,603    -7,680    -2,313    -6,941    -3,073    -2,411    -4,333    -7,675 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.3      11.1      42.7      24.3      18.4       1.1      15.1       7.9       1.0      14.0       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       15        16        17         5        19         6        12        12         5        14        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    28,112                :
: Positions                                                                                                    :
:   23,922    19,258     1,165     2,693     1,567         0         0       500       167     3,218       314 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:      833       -38      -268        45       135         0         0         0       105       693        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      68.5       4.1       9.6       5.6       0.0       0.0       1.8       0.6      11.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       30        24         .         4         6         0         0         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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    13,898                :
: Positions                                                                                                    :
:   12,011     8,418        99     1,094       890         0         0         0       362     2,925       359 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -900      -760       -25      -403       -29         0         0         0       -16       393      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      60.6       0.7       7.9       6.4       0.0       0.0       0.0       2.6      21.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        15         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     4,337                :
: Positions                                                                                                    :
:    1,983     2,785     1,391       793       202         0         0         0       112       160        89 :
:                                                                                                              :
: Changes from:     June 24, 2014                                                                              :
:     -617      -904      -825      -152        -2         0         0         0       112      -365       -52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.7      64.2      32.1      18.3       4.7       0.0       0.0       0.0       2.6       3.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        10         .         4         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 4, 2014