```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,834,722: 1,636,786  1,324,536    528,456  1,260,914    597,442    334,127     87,815    956,578    236,259     68,431    524,397:   20,677    14,609
Old  : 4,834,722: 1,636,786  1,324,536    528,456  1,260,914    597,442    334,127     87,815    956,578    236,259     68,431    524,397:   20,677    14,609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :   244,928:      -680    108,673     79,878     73,660     -3,020     12,208    -89,318    222,307    -10,542    -11,727    -58,552:    3,329     2,905
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       27.4       10.9       26.1       12.4        6.9        1.8       19.8        4.9        1.4       10.8:      0.4       0.3
Old  :     100.0:      33.9       27.4       10.9       26.1       12.4        6.9        1.8       19.8        4.9        1.4       10.8:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:       108        105          8         23         26         25         11         32         23         15         30:
Old  :       221:       108        105          8         23         26         25         11         32         23         15         30:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       21.5       38.5       35.8       16.3       18.4       22.9       25.5
Old  :                 23.1       21.5       38.5       35.8       16.3       18.4       22.9       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   293,681:   184,224    199,569     43,794     29,956     40,434      5,382     14,545      4,925        831        784      1,106:   12,985     2,362
Old  :   293,681:   184,224    199,569     43,794     29,956     40,434      5,382     14,545      4,925        831        784      1,106:   12,985     2,362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :     3,682:     3,717       -300     -3,012        107      2,520      1,065      2,650       -622        529       -462       -272:     -243        61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       68.0       14.9       10.2       13.8        1.8        5.0        1.7        0.3        0.3        0.4:      4.4       0.8
Old  :     100.0:      62.7       68.0       14.9       10.2       13.8        1.8        5.0        1.7        0.3        0.3        0.4:      4.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        29         31          5          4          9          .          .          .          .          .          4:
Old  :        53:        29         31          5          4          9          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       55.9       64.4       70.4       42.3       39.2       50.9       52.4
Old  :                 48.8       55.9       64.4       70.4       42.3       39.2       50.9       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   163,977:   103,766     80,429     12,239     34,181     37,315      3,644      4,672      3,484        939         17        620:    1,970     3,259
Old  :   163,977:   103,766     80,429     12,239     34,181     37,315      3,644      4,672      3,484        939         17        620:    1,970     3,259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :     8,180:     7,034      3,450     -1,734        753      2,837         91        900        242       -218         17        251:     -323      -270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       49.0        7.5       20.8       22.8        2.2        2.8        2.1        0.6        0.0        0.4:      1.2       2.0
Old  :     100.0:      63.3       49.0        7.5       20.8       22.8        2.2        2.8        2.1        0.6        0.0        0.4:      1.2       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        26         24          4          6          9          .          .          .          .          .          .:
Old  :        43:        26         24          4          6          9          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       41.6       76.9       60.5       44.1       31.8       51.3       42.3
Old  :                 59.9       41.6       76.9       60.5       44.1       31.8       51.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   262,503:   188,939    117,452     17,234     78,944     47,110      1,682     11,621      2,797        756          0          0:    3,985     4,579
Old  :   262,503:   188,939    117,452     17,234     78,944     47,110      1,682     11,621      2,797        756          0          0:    3,985     4,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :     4,364:     2,553       -115     -1,077      3,824      1,596        900        472       -840        506          0       -240:      966      -333
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       44.7        6.6       30.1       17.9        0.6        4.4        1.1        0.3        0.0        0.0:      1.5       1.7
Old  :     100.0:      72.0       44.7        6.6       30.1       17.9        0.6        4.4        1.1        0.3        0.0        0.0:      1.5       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        27         25          8          8         13          .          4          .          .          0          0:
Old  :        53:        27         25          8          8         13          .          4          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       41.1       71.4       61.2       43.3       28.4       52.1       43.1
Old  :                 50.2       41.1       71.4       61.2       43.3       28.4       52.1       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   685,223:   507,311    223,819     33,841    316,697    124,390      1,645      4,804     12,829          0        109        682:    4,525     1,893
Old  :   685,223:   507,311    223,819     33,841    316,697    124,390      1,645      4,804     12,829          0        109        682:    4,525     1,893
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :   -33,123:   -30,832    -12,787      8,533     -9,917     -7,314       -124      1,738     -4,132          0         54       -214:      960      -551
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       32.7        4.9       46.2       18.2        0.2        0.7        1.9        0.0        0.0        0.1:      0.7       0.3
Old  :     100.0:      74.0       32.7        4.9       46.2       18.2        0.2        0.7        1.9        0.0        0.0        0.1:      0.7       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        33         25          8         11         18          .          .          4          0          .          .:
Old  :        61:        33         25          8         11         18          .          .          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       42.6       57.2       65.0       24.9       37.3       39.8       50.0
Old  :                 35.7       42.6       57.2       65.0       24.9       37.3       39.8       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   216,250:   149,666    187,189     40,465      9,588     14,963      2,407          0      1,029          0          0          0:    7,720     3,481
Old  :   216,250:   149,666    187,189     40,465      9,588     14,963      2,407          0      1,029          0          0          0:    7,720     3,481
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :     4,251:     1,726      2,761        736      1,875        120      1,811        -74       -280          0          0          0:      138      -151
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       86.6       18.7        4.4        6.9        1.1        0.0        0.5        0.0        0.0        0.0:      3.6       1.6
Old  :     100.0:      69.2       86.6       18.7        4.4        6.9        1.1        0.0        0.5        0.0        0.0        0.0:      3.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        28         29          .          .          .          .          0          .          0          0          0:
Old  :        44:        28         29          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       55.6       71.1       75.4       44.7       55.6       59.3       67.3
Old  :                 53.0       55.6       71.1       75.4       44.7       55.6       59.3       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   298,789:   217,960    212,919     42,729     67,530      5,625     16,793         98      9,592          0          0          0:    6,090     3,025
Old  :   298,789:   217,960    212,919     42,729     67,530      5,625     16,793         98      9,592          0          0          0:    6,090     3,025
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :    17,988:    13,200     16,151      1,611      2,334       -335      2,555       -699        726          0          0          0:      231      -189
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       71.3       14.3       22.6        1.9        5.6        0.0        3.2        0.0        0.0        0.0:      2.0       1.0
Old  :     100.0:      72.9       71.3       14.3       22.6        1.9        5.6        0.0        3.2        0.0        0.0        0.0:      2.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        31         32          6         10          9          .          .          .          0          0          0:
Old  :        54:        31         32          6         10          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       45.5       54.5       61.5       30.0       45.5       48.7       58.8
Old  :                 33.7       45.5       54.5       61.5       30.0       45.5       48.7       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   132,043:   102,673     57,764      5,242     51,180      7,042      5,703      1,674      7,898          0          0          0:    3,485     6,485
Old  :   132,043:   102,673     57,764      5,242     51,180      7,042      5,703      1,674      7,898          0          0          0:    3,485     6,485
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :     3,479:     4,675      1,248       -248      2,018       -744     -1,100        899        152          0          0          0:      744       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       43.7        4.0       38.8        5.3        4.3        1.3        6.0        0.0        0.0        0.0:      2.6       4.9
Old  :     100.0:      77.8       43.7        4.0       38.8        5.3        4.3        1.3        6.0        0.0        0.0        0.0:      2.6       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         21          .          8          8          4          .          .          0          0          0:
Old  :        44:        25         21          .          8          8          4          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       44.5       73.1       67.5       57.0       40.1       65.6       53.8
Old  :                 58.8       44.5       73.1       67.5       57.0       40.1       65.6       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,147,792:   121,007    161,706    203,507    146,087     71,415    221,543    187,574    282,812     29,479    117,353    142,890:   75,139    37,955
Old  : 1,147,792:   121,007    161,706    203,507    146,087     71,415    221,543    187,574    282,812     29,479    117,353    142,890:   75,139    37,955
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :    80,716:      -860     12,133      6,415     36,821        225     20,820    -23,469     44,714     -2,754      1,897      9,047:    3,109      -652
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       14.1       17.7       12.7        6.2       19.3       16.3       24.6        2.6       10.2       12.4:      6.5       3.3
Old  :     100.0:      10.5       14.1       17.7       12.7        6.2       19.3       16.3       24.6        2.6       10.2       12.4:      6.5       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       339:        48         38         23         11         24         89         51         81         39         55         63:
Old  :       339:        48         38         23         11         24         89         51         81         39         55         63:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       24.9       27.9       37.8       10.7       17.2       18.2       24.8
Old  :                 16.1       24.9       27.9       37.8       10.7       17.2       18.2       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    99,487:    13,194     10,173     19,743      3,019     18,615      9,661        300      1,450     16,780     47,973     16,686:    3,358     1,271
Old  :    99,487:    13,194     10,173     19,743      3,019     18,615      9,661        300      1,450     16,780     47,973     16,686:    3,358     1,271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :   -10,416:    -6,099        -84      3,094       -825     -2,909      3,843       -300     -4,043      3,640      6,862     -8,439:      497      -678
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       10.2       19.8        3.0       18.7        9.7        0.3        1.5       16.9       48.2       16.8:      3.4       1.3
Old  :     100.0:      13.3       10.2       19.8        3.0       18.7        9.7        0.3        1.5       16.9       48.2       16.8:      3.4       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        10         10          4          4          9          4          .          4          5          7         10:
Old  :        37:        10         10          4          4          9          4          .          4          5          7         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       58.4       60.1       76.0       37.9       48.6       48.8       54.4
Old  :                 44.3       58.4       60.1       76.0       37.9       48.6       48.8       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,490,757:   582,280    536,270    259,845    743,153    436,794    247,682     52,429    483,949    241,791     10,444    205,574:   32,842    22,144
Old  : 2,490,757:   582,280    536,270    259,845    743,153    436,794    247,682     52,429    483,949    241,791     10,444    205,574:   32,842    22,144
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :   -96,350:   -55,096    -31,681    -10,615     13,886    -20,566     -4,677    -26,269     69,987     -9,778    -34,595    -70,387:    4,782     3,275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       21.5       10.4       29.8       17.5        9.9        2.1       19.4        9.7        0.4        8.3:      1.3       0.9
Old  :     100.0:      23.4       21.5       10.4       29.8       17.5        9.9        2.1       19.4        9.7        0.4        8.3:      1.3       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        67         61          4         18         22         18         10         24         16          7         17:
Old  :       148:        67         61          4         18         22         18         10         24         16          7         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       27.2       40.4       43.9       13.8       16.7       22.2       26.2
Old  :                 25.2       27.2       40.4       43.9       13.8       16.7       22.2       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,001,791:   101,675    152,214    271,409    129,929    314,622     55,750     84,451    122,651     17,425     83,067    110,054:    8,205     4,803
Old  : 1,001,791:   101,675    152,214    271,409    129,929    314,622     55,750     84,451    122,651     17,425     83,067    110,054:    8,205     4,803
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :  -234,153:   -36,173     -9,695     56,362    -75,664    -89,277    -56,458     -1,975     13,524    -32,637     20,898    -94,440:    4,946     2,476
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.1       15.2       27.1       13.0       31.4        5.6        8.4       12.2        1.7        8.3       11.0:      0.8       0.5
Old  :     100.0:      10.1       15.2       27.1       13.0       31.4        5.6        8.4       12.2        1.7        8.3       11.0:      0.8       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        90:        20         20         15          6         17         14         10         14         11         11         18:
Old  :        90:        20         20         15          6         17         14         10         14         11         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       35.2       58.5       60.2       17.9       19.8       25.0       29.1
Old  :                 39.6       35.2       58.5       60.2       17.9       19.8       25.0       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,215:    27,717     27,168      1,251      4,116      1,581      1,800          0          0        375          0          0:      491       350
Old  :    33,215:    27,717     27,168      1,251      4,116      1,581      1,800          0          0        375          0          0:      491       350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :       564:       584        449       -195         -3        132          0          0          0          0          0          0:       43       -14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       81.8        3.8       12.4        4.8        5.4        0.0        0.0        1.1        0.0        0.0:      1.5       1.1
Old  :     100.0:      83.4       81.8        3.8       12.4        4.8        5.4        0.0        0.0        1.1        0.0        0.0:      1.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        30         28          .          7          6          .          0          0          .          0          0:
Old  :        44:        30         28          .          7          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       53.5       60.5       70.9       40.2       49.8       50.8       61.2
Old  :                 44.6       53.5       60.5       70.9       40.2       49.8       50.8       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,395:     6,472      6,496      1,360        690      1,065          0        600          0        156         75         46:      296       423
Old  :     9,395:     6,472      6,496      1,360        690      1,065          0        600          0        156         75         46:      296       423
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :      -669:      -443       -360        -86       -148        -79          0          0          0        -52          0          0:       -9       -82
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       69.1       14.5        7.3       11.3        0.0        6.4        0.0        1.7        0.8        0.5:      3.2       4.5
Old  :     100.0:      68.9       69.1       14.5        7.3       11.3        0.0        6.4        0.0        1.7        0.8        0.5:      3.2       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         14          5          .          7          0          .          0          .          .          .:
Old  :        31:        15         14          5          .          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       57.7       71.1       74.4       54.2       56.6       68.7       68.5
Old  :                 56.5       57.7       71.1       74.4       54.2       56.6       68.7       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,295:     5,731      5,899      4,245      5,143        179          0          0          0        930          0          0:      210        74
Old  :    11,295:     5,731      5,899      4,245      5,143        179          0          0          0        930          0          0:      210        74
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :      -532:      -298       -262       -226       -212        -65          0          0          0        -65          0          0:      122         7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.7       52.2       37.6       45.5        1.6        0.0        0.0        0.0        8.2        0.0        0.0:      1.9       0.7
Old  :     100.0:      50.7       52.2       37.6       45.5        1.6        0.0        0.0        0.0        8.2        0.0        0.0:      1.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         13          .          6          .          0          0          0          .          0          0:
Old  :        30:        14         13          .          6          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       48.0       82.4       71.1       56.6       48.0       75.0       64.2
Old  :                 59.1       48.0       82.4       71.1       56.6       48.0       75.0       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     4,865:     4,020      2,461        184      2,070        112          0          0          0        138         25          0:      411       197
Old  :     4,865:     4,020      2,461        184      2,070        112          0          0          0        138         25          0:      411       197
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2012                                                               :
     :      -467:      -519       -327        -26       -218         14          0          0          0          0          0          0:       64        64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       50.6        3.8       42.5        2.3        0.0        0.0        0.0        2.8        0.5        0.0:      8.4       4.0
Old  :     100.0:      82.6       50.6        3.8       42.5        2.3        0.0        0.0        0.0        2.8        0.5        0.0:      8.4       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          9          .          6          4          0          0          0          .          .          0:
Old  :        22:        11          9          .          6          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       60.5       86.4       84.5       74.8       59.0       81.5       79.5
Old  :                 75.1       60.5       86.4       84.5       74.8       59.0       81.5       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 5, 2012