```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 5,140,707                :
: Positions                                                                                                    :
:1,743,726 1,364,422   564,721 1,455,647   579,366   386,872    55,538 1,003,944   239,771    58,944   606,367 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:  -94,534   -55,573    28,169   -43,416   -33,196   -26,944     2,181   -33,607    -8,079    -4,060   -53,022 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      26.5      11.0      28.3      11.3       7.5       1.1      19.5       4.7       1.1      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      108       107         9        22        26        23        10        30        21        17        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   272,338                :
: Positions                                                                                                    :
:  169,349   183,602    42,325    42,364    36,507     4,083     2,437     1,822     2,322       884       747 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:    2,781       691     1,222     2,243    -1,193      -857      -300       287      -153        97       117 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      67.4      15.5      15.6      13.4       1.5       0.9       0.7       0.9       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        30         4         4         8         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   153,452                :
: Positions                                                                                                    :
:   92,978    77,349    20,431    36,262    29,831     3,228     3,561     3,582       807         0       320 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:   -4,106    -2,813      -129       327       923     1,506       -38      -319        91         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      50.4      13.3      23.6      19.4       2.1       2.3       2.3       0.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        24         .         7         9         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   241,812                :
: Positions                                                                                                    :
:  167,031   115,878    23,793    78,131    34,353     7,108     4,826     3,348       645     1,081         0 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:   -7,077    -4,861     1,959     7,123    -2,051     4,255    -2,008        98      -332    -1,110         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      47.9       9.8      32.3      14.2       2.9       2.0       1.4       0.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        23         4         9        11         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   720,137                :
: Positions                                                                                                    :
:  562,693   230,063    10,805   343,925   124,059         0     3,217    13,940         0       151       465 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:   20,822     7,184    -4,162     9,070    -2,611         0      -334      -185         0         3       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      31.9       1.5      47.8      17.2       0.0       0.4       1.9       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       37        26         6        13        17         0         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   209,148                :
: Positions                                                                                                    :
:  138,217   183,160    44,278     6,493    12,961     5,487         0       722         0         0         0 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:    3,583     3,882       797      -481     2,414     1,044         0      -950         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      87.6      21.2       3.1       6.2       2.6       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        27         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   278,806                :
: Positions                                                                                                    :
:  219,746   194,328    32,702    67,405     5,954     6,010         0     7,712         0         0         0 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:    1,701     2,877      -158    -1,297     1,178      -480       -59      -317         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      69.7      11.7      24.2       2.1       2.2       0.0       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        28         6        10         8         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   122,050                :
: Positions                                                                                                    :
:   93,414    48,944     4,375    50,840    11,836     5,532         0     3,572         0         0         0 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:     -136       -74       -60    -2,005       150      -183         0      -152         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      40.1       3.6      41.7       9.7       4.5       0.0       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        18         .        10         8         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 1,183,848                :
: Positions                                                                                                    :
:  133,631   173,947   196,630   148,466    92,153   254,519   218,238   242,704    23,080   108,365   163,658 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:   -7,587    -3,679     2,042     4,122    -2,157    -4,818    -2,894       291    -2,089   -14,215    -1,775 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      14.7      16.6      12.5       7.8      21.5      18.4      20.5       1.9       9.2      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       50        42        26         9        25        84        54        78        40        39        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   115,109                :
: Positions                                                                                                    :
:   17,043    12,947    23,928     2,691    18,460     8,561     6,900       800    21,919    50,298    21,424 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:   -3,349    -1,451     5,871    -5,810    -6,243    -1,060     5,850    -7,100     1,309     3,166    -5,469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.8      11.2      20.8       2.3      16.0       7.4       6.0       0.7      19.0      43.7      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       11        10         5         6        10         .         4         .         5         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 2,512,498                :
: Positions                                                                                                    :
:  575,992   544,603   227,044   751,342   458,947   246,352    49,849   496,181   285,149     1,838   191,323 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:  -44,016   -33,479   -28,248   -23,247    -3,540     7,379   -10,911   -36,737   -13,673    -8,236   -10,787 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.9      21.7       9.0      29.9      18.3       9.8       2.0      19.7      11.3       0.1       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   149                     :
:       65        60         4        19        23        19         7        24        19         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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   963,780                :
: Positions                                                                                                    :
:   95,509   140,658   294,776   119,532   277,272    61,054    86,454   108,483    18,574   124,388    99,902 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:  -24,766   -22,548     3,444     8,408   -48,102   -60,618   -23,410    -2,562    -3,043   -49,275    -9,749 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.9      14.6      30.6      12.4      28.8       6.3       9.0      11.3       1.9      12.9      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       17        15        16         6        17         9        13        14        10        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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    31,657                :
: Positions                                                                                                    :
:   25,860    25,772     1,186     3,578     1,821     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:      494       623       128       -78        63         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      81.4       3.7      11.3       5.8       5.7       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        27         .         8         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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    10,179                :
: Positions                                                                                                    :
:    6,632     7,227     1,683       458     1,234         0       600         0       156       175        67 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:       42       173        43       -62        24         0         0         0        36        66        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      71.0      16.5       4.5      12.1       0.0       5.9       0.0       1.5       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        16         6         .         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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    11,922                :
: Positions                                                                                                    :
:    6,402     6,175     3,946     5,303       205         0         0         0       945         0        60 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:      -87        30       -40      -112        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      51.8      33.1      44.5       1.7       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 30, 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     5,206                :
: Positions                                                                                                    :
:    4,161     2,671       297     2,210       108         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     October 23, 2012                                                                           :
:       80       120       113        61        -4         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      51.3       5.7      42.5       2.1       0.0       0.0       0.0       2.7       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         5         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 2, 2012