```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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 4,977,067                :
: Positions                                                                                                    :
:1,701,742 1,232,889   435,974 1,430,588   563,271   449,179    64,960   925,149   210,300    65,201   677,887 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:   43,492     1,920     2,122   -37,471     6,636   -37,151    16,331    15,057   -24,197     1,007    27,208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.2      24.8       8.8      28.7      11.3       9.0       1.3      18.6       4.2       1.3      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:      108       106        10        21        28        21         9        23        21        16        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   236,696                :
: Positions                                                                                                    :
:  140,476   158,847    44,922    35,480    29,443     2,957     1,805     2,606       773     1,154       837 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:   -8,408   -15,455       702     2,901    -2,536       430      -757        -3    -1,084       891       108 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      67.1      19.0      15.0      12.4       1.2       0.8       1.1       0.3       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        24         5         4         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   150,935                :
: Positions                                                                                                    :
:   96,279    91,952    21,114    32,099    21,389     3,251         0     2,736     2,664         0         0 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:   -4,505    15,899    13,962    -2,835    -7,587       152         0      -215     2,607         0      -315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      60.9      14.0      21.3      14.2       2.2       0.0       1.8       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        22         .         8         9         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   211,425                :
: Positions                                                                                                    :
:  151,218    99,387    16,295    64,686    29,280     4,944    11,144       621       840       478       112 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:   -7,172    -5,309       171      -460    -6,966        93    -1,118       207      -313       478       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      47.0       7.7      30.6      13.8       2.3       5.3       0.3       0.4       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        21         4         8        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   711,887                :
: Positions                                                                                                    :
:  548,464   210,680    13,334   358,920   126,929     2,665       133     9,660        58       729       252 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:   -4,037    -8,405     2,410    10,068     9,558     1,101       133       339        58       675       -58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      29.6       1.9      50.4      17.8       0.4       0.0       1.4       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        23         6        13        17         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   183,744                :
: Positions                                                                                                    :
:  110,708   157,702    50,500     5,839     7,587     4,300     3,562     1,385       453         0       705 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:  -11,723   -12,241     2,302      -620    -3,217         0     1,244      -861      -912         0       705 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      85.8      27.5       3.2       4.1       2.3       1.9       0.8       0.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        23         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   232,127                :
: Positions                                                                                                    :
:  177,520   151,320    32,982    65,384     3,918     3,696         0     7,973         0       452       276 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:  -14,545   -15,646    -3,767    -5,777    -2,247    -6,226         0     3,534         0      -732       276 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      65.2      14.2      28.2       1.7       1.6       0.0       3.4       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       25        28         .        11         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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    79,032                :
: Positions                                                                                                    :
:   52,760    29,551    13,291    40,518     1,277     5,754         0       906         0        70       786 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:  -17,029    -7,656     3,150      -238    -5,791     2,389         0    -2,493         0    -1,633       724 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      37.4      16.8      51.3       1.6       7.3       0.0       1.1       0.0       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        14         .         7         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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 1,137,704                :
: Positions                                                                                                    :
:  111,707   152,476   209,020    73,065    92,992   210,992   260,980   246,458    28,050   104,219   164,138 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:    7,339     6,507     1,844    -6,495     2,579    -2,678     3,225   -26,882     2,003     5,648    -1,291 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      13.4      18.4       6.4       8.2      18.5      22.9      21.7       2.5       9.2      14.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   298                     :
:       47        37        22        11        27        62        59        71        38        42        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   134,266                :
: Positions                                                                                                    :
:   21,695    15,649    11,828     9,353    29,360    23,783       700     1,352    21,680    54,188    21,746 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:    4,035     1,986    -1,403     3,285     1,583        69         0         1       610    -2,049     1,357 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.2      11.7       8.8       7.0      21.9      17.7       0.5       1.0      16.1      40.4      16.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       12        12         .         8        10         4         .         4         7         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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 2,452,323                :
: Positions                                                                                                    :
:  573,502   539,011   201,406   786,888   381,374   248,118    39,166   472,788   328,632     1,136   207,801 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:    9,988     7,789      -740    14,951   -12,127    -9,528   -18,775     3,729     2,871    -1,013     8,940 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.4      22.0       8.2      32.1      15.6      10.1       1.6      19.3      13.4       0.0       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       61        55         4        18        23        17         9        23        18         4        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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   957,098                :
: Positions                                                                                                    :
:   98,058   137,246   286,898   102,875   278,945    80,996   107,362   101,972    18,078   135,478    88,994 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:    3,584       -83     3,409     3,461      -121    -4,857     1,135     8,204     4,006    -1,775       341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      14.3      30.0      10.7      29.1       8.5      11.2      10.7       1.9      14.2       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       17        18        15         7        18        10        13        14         9        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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    31,731                :
: Positions                                                                                                    :
:   27,545    26,788       766     3,359     1,229     1,260         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:     -164    -1,036      -514      -168      -172      -540         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      84.4       2.4      10.6       3.9       4.0       0.0       0.0       1.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       29        25         .         8         7         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     6,332                :
: Positions                                                                                                    :
:    4,139     2,932         0     3,198        48     1,710         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:      312       366         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      46.3       0.0      50.5       0.8      27.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         0         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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     6,378                :
: Positions                                                                                                    :
:    4,824     3,193       359       822       726         0       420         0       112       400        58 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:      320      -125      -135        95        -9         0      -180         0        10         0        17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      50.1       5.6      12.9      11.4       0.0       6.6       0.0       1.8       6.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        19         .         4         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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     9,566                :
: Positions                                                                                                    :
:    5,021     4,643     3,241     4,437       132         0         0         0       695         0         0 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:       45       195         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      48.5      33.9      46.4       1.4       0.0       0.0       0.0       7.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        13         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 11, 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     4,326                :
: Positions                                                                                                    :
:    3,503     2,231       274     1,868        69         0         0         0       104         0         0 :
:                                                                                                              :
: Changes from:     December 4, 2012                                                                           :
:      120         0         0       120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      51.6       6.3      43.2       1.6       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 14, 2012