```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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 5,363,922                :
: Positions                                                                                                    :
:1,838,260 1,419,995   536,552 1,499,063   612,562   413,816    53,357 1,037,551   247,850    63,004   659,389 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:   62,595    26,022    22,432    87,783   -33,612    -8,932     9,403    45,697    51,251     2,384    19,909 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.3      26.5      10.0      27.9      11.4       7.7       1.0      19.3       4.6       1.2      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      112       107         8        23        26        25        12        34        21        15        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   271,166                :
: Positions                                                                                                    :
:  166,568   182,911    41,103    40,121    37,700     4,940     2,737     1,535     2,475       787       630 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:      390     6,657     6,119     3,409      -766     2,134       630      -934     1,870       336      -473 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      67.5      15.2      14.8      13.9       1.8       1.0       0.6       0.9       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        29         4         4         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   155,247                :
: Positions                                                                                                    :
:   97,084    80,162    20,560    35,935    28,908     1,722     3,599     3,901       716         0       323 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:      341      -399       797       987      -962      -240       269       181       -61         0      -151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      51.6      13.2      23.1      18.6       1.1       2.3       2.5       0.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         .         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   244,347                :
: Positions                                                                                                    :
:  174,108   120,739    21,834    71,008    36,404     2,853     6,834     3,250       977     2,191         0 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:    7,908     5,790    -3,953    -3,334    -1,150        59     1,373      -703      -579     1,441       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      49.4       8.9      29.1      14.9       1.2       2.8       1.3       0.4       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        24         4         9        11         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   706,245                :
: Positions                                                                                                    :
:  541,871   222,879    14,967   334,855   126,670         0     3,551    14,125         0       148       496 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:   11,342     3,651    -3,451     4,252      -909      -829      -169      -233         0        -1       -92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      31.6       2.1      47.4      17.9       0.0       0.5       2.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       34        26         7        12        17         0         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   204,038                :
: Positions                                                                                                    :
:  134,634   179,278    43,481     6,974    10,547     4,443         0     1,672         0         0         0 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:     -794      -425       720       213    -2,034      -257         0       980         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      87.9      21.3       3.4       5.2       2.2       0.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        26         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   276,702                :
: Positions                                                                                                    :
:  218,045   191,451    32,860    68,702     4,776     6,490        59     8,029         0         0         0 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:   12,441     7,075      -429     2,235       214    -2,935        59       923         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      69.2      11.9      24.8       1.7       2.3       0.0       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        28         6        10         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   122,521                :
: Positions                                                                                                    :
:   93,550    49,018     4,435    52,845    11,686     5,715         0     3,724         0         0         0 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:    3,794    -1,286         0     2,171       480    -4,155         0     1,257         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      40.0       3.6      43.1       9.5       4.7       0.0       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        18         .        10         8         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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 1,204,690                :
: Positions                                                                                                    :
:  141,218   177,626   194,588   144,344    94,310   259,337   221,132   242,413    25,169   122,580   165,433 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:    1,212      -352    -3,433        45     2,902    10,987     8,068    -4,866       308     1,321    12,060 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      14.7      16.2      12.0       7.8      21.5      18.4      20.1       2.1      10.2      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   343                     :
:       53        47        23        10        23       103        46        80        40        45        58 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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   132,166                :
: Positions                                                                                                    :
:   20,392    14,398    18,057     8,501    24,703     9,621     1,050     7,900    20,610    47,132    26,893 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:    4,445    -1,022    -1,006     1,582        24       -50       700      -550     1,085     3,166       986 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      10.9      13.7       6.4      18.7       7.3       0.8       6.0      15.6      35.7      20.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       12        11         .         9        11         4         .         4         5         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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 2,640,776                :
: Positions                                                                                                    :
:  620,008   578,082   255,292   774,589   462,487   238,973    60,760   532,918   298,822    10,074   202,110 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:   15,581    12,942      -382     3,093     2,482    -6,776     3,902    22,228    13,499     2,274     9,450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.5      21.9       9.7      29.3      17.5       9.0       2.3      20.2      11.3       0.4       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   158                     :
:       69        63         4        19        23        17        12        26        19         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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 1,107,330                :
: Positions                                                                                                    :
:  120,275   163,206   291,332   111,124   325,374   121,672   109,864   111,045    21,617   173,663   109,651 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:      988     9,269    11,790      -966     2,287    62,302    19,979   -11,452    -9,037    38,561    -4,495 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      14.7      26.3      10.0      29.4      11.0       9.9      10.0       2.0      15.7       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       22        22        16         6        18        12        12        16        10        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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    30,938                :
: Positions                                                                                                    :
:   25,366    25,149     1,058     3,656     1,758     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:      -91      -119        20        48       222         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      81.3       3.4      11.8       5.7       5.8       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        27         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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     9,979                :
: Positions                                                                                                    :
:    6,590     7,054     1,640       520     1,210         0       600         0       120       109        73 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:      150       425       135      -165       115         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      70.7      16.4       5.2      12.1       0.0       6.0       0.0       1.2       1.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         5         .         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             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    11,994                :
: Positions                                                                                                    :
:    6,489     6,145     3,986     5,415       195         0         0         0       945         0        60 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:      619       345      -120       124       -34         0         0         0        90         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      51.2      33.2      45.1       1.6       0.0       0.0       0.0       7.9       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         7         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 23, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     5,027                :
: Positions                                                                                                    :
:    4,081     2,551       184     2,149       112         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     October 16, 2012                                                                           :
:        0        15         0       -25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      50.7       3.7      42.7       2.2       0.0       0.0       0.0       2.7       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         6         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 26, 2012