```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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 4,943,671                :
: Positions                                                                                                    :
:1,658,250 1,230,969   433,852 1,468,059   556,635   486,330    48,629   910,092   234,497    64,194   650,679 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
: -173,121  -184,600   -52,716   -83,807   -38,306    33,061     2,772   -74,839   -66,964     5,345     5,274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      24.9       8.8      29.7      11.3       9.8       1.0      18.4       4.7       1.3      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      108       105        10        21        27        20        11        25        19        15        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   250,126                :
: Positions                                                                                                    :
:  148,884   174,302    44,220    32,579    31,979     2,527     2,562     2,609     1,857       263       729 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:    2,368     1,835      -415    -2,022     2,747    -1,069     2,345        -9       536       -59      -127 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      69.7      17.7      13.0      12.8       1.0       1.0       1.0       0.7       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        30         5         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   148,238                :
: Positions                                                                                                    :
:  100,784    76,053     7,152    34,934    28,976     3,099         0     2,951        57         0       315 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:    7,749     4,584    -7,363    -1,869     1,178     1,596         0      -687        57        -7        67 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      51.3       4.8      23.6      19.5       2.1       0.0       2.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        22         .         8         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   225,502                :
: Positions                                                                                                    :
:  158,390   104,696    16,124    65,146    36,246     4,851    12,262       414     1,153         0       168 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -4,167     5,176    -1,727   -11,259     2,489      -180      -217       100     1,153         0       168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      46.4       7.2      28.9      16.1       2.2       5.4       0.2       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        22         4         9        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   699,355                :
: Positions                                                                                                    :
:  552,501   219,085    10,924   348,852   117,371     1,564         0     9,321         0        54       310 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -5,294       895    -1,021    -8,245    -5,300    -1,232         0    -1,360       -79        54      -138 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      31.3       1.6      49.9      16.8       0.2       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       34        24         6        13        16         .         0         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   197,910                :
: Positions                                                                                                    :
:  122,431   169,943    48,198     6,459    10,804     4,300     2,318     2,246     1,365         0         0 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -6,138    -2,843       146         0       366     2,160      -803       -50         1         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      85.9      24.4       3.3       5.5       2.2       1.2       1.1       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        27         4         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   255,418                :
: Positions                                                                                                    :
:  192,065   166,966    36,749    71,161     6,165     9,922         0     4,439         0     1,184         0 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -7,284    -7,568       182       547       154     2,929         0      -731         0       142         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      65.4      14.4      27.9       2.4       3.9       0.0       1.7       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        29         5        11         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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    97,044                :
: Positions                                                                                                    :
:   69,789    37,207    10,141    40,756     7,068     3,365         0     3,399         0     1,703        62 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -5,480      -128     2,852      -400    -2,034     2,349         0    -1,276         0      -248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      38.3      10.4      42.0       7.3       3.5       0.0       3.5       0.0       1.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        17         5         8         8         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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 1,152,312                :
: Positions                                                                                                    :
:  104,368   145,969   207,176    79,560    90,413   213,670   257,755   273,340    26,047    98,571   165,429 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -6,155   -11,276     2,605   -24,849    10,432   -23,527    39,040      -298     6,207   -31,167     2,349 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      12.7      18.0       6.9       7.8      18.5      22.4      23.7       2.3       8.6      14.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   302                     :
:       45        36        24        11        26        70        57        73        42        39        57 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   127,858                :
: Positions                                                                                                    :
:   17,660    13,663    13,231     6,068    27,777    23,714       700     1,351    21,070    56,237    20,389 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:     -836    -2,109       885    -2,217      -157    13,711    -5,050      -854   -13,318     9,788    -7,222 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      10.7      10.3       4.7      21.7      18.5       0.5       1.1      16.5      44.0      15.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       12        12         .         7        10         4         .         4         7         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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 2,448,687                :
: Positions                                                                                                    :
:  563,514   531,222   202,146   771,937   393,501   257,646    57,941   469,059   325,761     2,149   198,861 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:  -58,523   -37,032    -9,755   -45,786   -24,209   -20,658    -1,234   -17,960       515       887   -18,426 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.0      21.7       8.3      31.5      16.1      10.5       2.4      19.2      13.3       0.1       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   142                     :
:       60        54         4        18        23        18         8        24        18         4        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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   948,345                :
: Positions                                                                                                    :
:   94,474   137,329   283,489    99,414   279,066    85,853   106,227    93,768    14,072   137,253    88,653 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -8,791   -17,323   -19,110    -8,078    -6,527     6,047     7,536   -37,945    -9,448   -12,236   -12,792 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      14.5      29.9      10.5      29.4       9.1      11.2       9.9       1.5      14.5       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       16        16        14         7        17         8        13        14         7        14        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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    33,165                :
: Positions                                                                                                    :
:   27,709    27,824     1,280     3,527     1,401     1,800         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:      530       417       -40        73        63         0         0         0         0         0        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      83.9       3.9      10.6       4.2       5.4       0.0       0.0       1.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        27         .         8         7         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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     6,057                :
: Positions                                                                                                    :
:    3,827     2,566         0     3,198        48     1,710         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:     -488        32         0      -263         0        75         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      42.4       0.0      52.8       0.8      28.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         0         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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     6,138                :
: Positions                                                                                                    :
:    4,504     3,318       494       727       735         0       600         0       102       400        41 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:   -1,191    -1,986      -626       106      -431         0         0         0       -15        50       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      54.1       8.0      11.8      12.0       0.0       9.8       0.0       1.7       6.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        18         .         5         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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     9,551                :
: Positions                                                                                                    :
:    4,976     4,448     3,241     4,587       132         0         0         0       695         0         0 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:     -277      -374      -299      -278       -39         0         0         0      -155         0       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      46.6      33.9      48.0       1.4       0.0       0.0       0.0       7.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 4, 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     4,206                :
: Positions                                                                                                    :
:    3,383     2,231       274     1,748        69         0         0         0       104         0         0 :
:                                                                                                              :
: Changes from:     November 27, 2012                                                                          :
:     -441      -289       -30      -254       -17         0         0         0       -34         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      53.0       6.5      41.6       1.6       0.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 7, 2012