```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,311,300                :
: Positions                                                                                                    :
:1,831,371 1,415,569   486,568 1,551,866   594,941   453,269    45,857   984,931   301,461    58,849   645,405 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:    8,280    37,577   -28,762    34,901   -14,680    13,524     2,055    47,395    77,251    -4,559    -7,469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      26.7       9.2      29.2      11.2       8.5       0.9      18.5       5.7       1.1      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      110       105         9        24        28        24         8        28        24        19        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   246,698                :
: Positions                                                                                                    :
:  146,516   172,467    44,635    34,601    29,232     3,596       217     2,618     1,321       322       856 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:   -3,239     1,109       391      -629    -1,032     2,506      -126      -129       -96      -221      -119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      69.9      18.1      14.0      11.8       1.5       0.1       1.1       0.5       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        30         5         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   143,062                :
: Positions                                                                                                    :
:   93,035    71,469    14,515    36,803    27,798     1,503         0     3,638         0         7       248 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:    1,294      -279    -2,622       118       188       166      -523       498       -86         7        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      50.0      10.1      25.7      19.4       1.1       0.0       2.5       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        21         .         8         9         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   227,336                :
: Positions                                                                                                    :
:  162,557    99,520    17,851    76,405    33,757     5,031    12,479       314         0         0         0 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:     -756     1,965     1,691       856       403      -186    -1,392      -133      -602         0      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      43.8       7.9      33.6      14.8       2.2       5.5       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        21         4         9        11         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   714,171                :
: Positions                                                                                                    :
:  557,795   218,190    11,945   357,097   122,671     2,796         0    10,681        79         0       448 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:    2,495    -3,598      -108     5,833     3,230       926       -22      -253         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      30.6       1.7      50.0      17.2       0.4       0.0       1.5       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       34        24         6        13        17         .         0         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   200,779                :
: Positions                                                                                                    :
:  128,569   172,786    48,052     6,459    10,438     2,140     3,121     2,296     1,364         0         0 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:   -2,446     2,806       496       970      -899         0      -356       694       205         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      86.1      23.9       3.2       5.2       1.1       1.6       1.1       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        28         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   260,311                :
: Positions                                                                                                    :
:  199,349   174,534    36,567    70,614     6,011     6,993         0     5,170         0     1,042         0 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:     -393       568     1,403        62       240        56      -299      -131         0       310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      67.0      14.0      27.1       2.3       2.7       0.0       2.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        27         5        12         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   102,217                :
: Positions                                                                                                    :
:   75,269    37,335     7,289    41,156     9,102     1,016         0     4,675         0     1,951        62 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:   -1,422    -1,328       372      -108        62       152         0       350         0       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      36.5       7.1      40.3       8.9       1.0       0.0       4.6       0.0       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       15        16         5         9         8         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 1,164,799                :
: Positions                                                                                                    :
:  110,523   157,245   204,571   104,409    79,981   237,197   218,715   273,638    19,840   129,738   163,080 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:   -1,897     3,376     1,745   -12,964    -1,662    13,727     7,318       501      -289    15,859       173 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5      13.5      17.6       9.0       6.9      20.4      18.8      23.5       1.7      11.1      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   296                     :
:       44        38        25        10        24        82        45        71        32        43        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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   135,640                :
: Positions                                                                                                    :
:   18,496    15,772    12,346     8,285    27,934    10,003     5,750     2,205    34,388    46,449    27,611 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:      483       445    -5,066     1,427     3,799       100    -1,100       623    11,849     6,378       751 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      11.6       9.1       6.1      20.6       7.4       4.2       1.6      25.4      34.2      20.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       13        13         4         7        11         5         .         5         8         6        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 2,588,868                :
: Positions                                                                                                    :
:  622,037   568,254   211,901   817,723   417,710   278,304    59,175   487,019   325,246     1,262   217,287 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:   29,412     5,419    -1,427    14,514    -5,536    -3,190     4,972    -2,656     2,321        20    21,339 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      21.9       8.2      31.6      16.1      10.8       2.3      18.8      12.6       0.0       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   157                     :
:       70        61         6        18        24        17         9        24        22         4        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,034,062                :
: Positions                                                                                                    :
:  103,265   154,652   302,599   107,492   285,593    79,806    98,691   131,713    23,520   149,489   101,445 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:    7,442     4,853     3,317    -4,483       740        96     3,349     4,228       351     7,741    -1,884 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      15.0      29.3      10.4      27.6       7.7       9.5      12.7       2.3      14.5       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       20        20        16         7        18         9        15        15        10        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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    32,549                :
: Positions                                                                                                    :
:   27,179    27,407     1,320     3,454     1,338     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:      608       723       115       242       -85         0         0         0         0      -232         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      84.2       4.1      10.6       4.1       5.5       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        27         .         8         7         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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     6,342                :
: Positions                                                                                                    :
:    4,315     2,534         0     3,461        48     1,635         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      40.0       0.0      54.6       0.8      25.8       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 November 27, 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     8,462                :
: Positions                                                                                                    :
:    5,695     5,304     1,120       621     1,166         0       600         0       117       350        66 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:      -19       -19       285        45        31         0         0         0      -275         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      62.7      13.2       7.3      13.8       0.0       7.1       0.0       1.4       4.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        18         5         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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    10,354                :
: Positions                                                                                                    :
:    5,253     4,822     3,540     4,865       171         0         0         0       850         0        60 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:        0         5       566         0         0         0         0         0      -566         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      46.6      34.2      47.0       1.7       0.0       0.0       0.0       8.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        11         .         7         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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     4,789                :
: Positions                                                                                                    :
:    3,824     2,520       304     2,002        86         0         0         0       138         0         0 :
:                                                                                                              :
: Changes from:     November 20, 2012                                                                          :
:       30        30       249         0         0         0         0         0      -249         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      52.6       6.3      41.8       1.8       0.0       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 5, 2012