```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 5,205,223                :
: Positions                                                                                                    :
:1,775,665 1,393,973   514,120 1,411,280   646,174   422,748    43,954   991,854   196,599    60,620   639,480 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   65,672    -6,216   -27,186   124,333    27,171    75,868   -29,700    42,633   -30,797    -8,254    93,007 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      26.8       9.9      27.1      12.4       8.1       0.8      19.1       3.8       1.2      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      112       107         8        24        27        25        10        32        25        13        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   260,640                :
: Positions                                                                                                    :
:  166,178   176,254    34,984    36,712    38,466     2,806     2,107     2,469       605       451     1,103 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   -5,686    -1,184    -1,656     2,126    -1,016      -396    -6,180      -400       605      -759       561 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      67.6      13.4      14.1      14.8       1.1       0.8       0.9       0.2       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        28         5         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   155,509                :
: Positions                                                                                                    :
:   96,743    80,561    19,763    34,948    29,870     1,962     3,330     3,720       777         0       474 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:    3,846     2,541       988     1,453      -392      -382      -180       813      -240         0       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      51.8      12.7      22.5      19.2       1.3       2.1       2.4       0.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        23         .         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   242,291                :
: Positions                                                                                                    :
:  166,200   114,949    25,787    74,342    37,554     2,794     5,461     3,953     1,556       750        59 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   -2,447     1,331     1,870      -804      -980       362      -106        82       645       150        59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      47.4      10.6      30.7      15.5       1.2       2.3       1.6       0.6       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       17        20         6         8        11         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   697,383                :
: Positions                                                                                                    :
:  530,529   219,228    18,418   330,603   127,579       829     3,720    14,358         0       149       588 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   20,524     1,088   -14,565     5,029     7,896      -816     1,438     1,304       -33       149      -273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      31.4       2.6      47.4      18.3       0.1       0.5       2.1       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       36        26         8        11        17         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   205,147                :
: Positions                                                                                                    :
:  135,428   179,703    42,761     6,761    12,581     4,700         0       692         0         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:    1,649     6,680     1,978    -1,300      -816     3,883         0      -364         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      87.6      20.8       3.3       6.1       2.3       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        25         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   265,850                :
: Positions                                                                                                    :
:  205,604   184,376    33,289    66,467     4,562     9,425         0     7,106         0         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:    5,102    -2,984      -720     1,596       119    -5,251       -94     1,490         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      69.4      12.5      25.0       1.7       3.5       0.0       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        27         6        10         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   121,115                :
: Positions                                                                                                    :
:   89,756    50,304     4,435    50,674    11,206     9,870         0     2,467         0         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:    2,461     2,399      -365     4,353     4,729     4,010         0        96         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      41.5       3.7      41.8       9.3       8.1       0.0       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        17         .         9         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 1,188,592                :
: Positions                                                                                                    :
:  140,006   177,978   198,021   144,299    91,408   248,350   213,064   247,279    24,861   121,259   153,373 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   10,633     7,649    -1,487    -4,853    12,231    13,698    21,457   -43,513    -3,509    -4,655     8,592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      15.0      16.7      12.1       7.7      20.9      17.9      20.8       2.1      10.2      12.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   331                     :
:       48        42        23         9        24        95        49        79        41        45        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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   126,961                :
: Positions                                                                                                    :
:   15,947    15,420    19,063     6,919    24,679     9,671       350     8,450    19,525    43,966    25,907 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:    1,015     2,775      -444     3,400     4,213         0        50     6,800     2,665    -2,627     6,213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      12.1      15.0       5.4      19.4       7.6       0.3       6.7      15.4      34.6      20.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       10        11         .         7        11         4         .         6         6         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 2,585,143                :
: Positions                                                                                                    :
:  604,427   565,140   255,674   771,496   460,005   245,749    56,858   510,690   285,323     7,800   192,660 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   10,278    11,456      -240    11,903    17,618    -2,505       751    28,077    16,642      -935    -3,047 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.4      21.9       9.9      29.8      17.8       9.5       2.2      19.8      11.0       0.3       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   153                     :
:       69        62         4        19        23        17        11        25        17         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 1,056,022                :
: Positions                                                                                                    :
:  119,287   153,937   279,542   112,090   323,087    59,370    89,885   122,497    30,654   135,102   114,146 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:   15,133     1,725     6,287   -12,400     5,424     8,989     9,288    -4,492    11,774    42,804    -7,657 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      14.6      26.5      10.6      30.6       5.6       8.5      11.6       2.9      12.8      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       20        20        16         6        18        11        12        16        12        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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    30,882                :
: Positions                                                                                                    :
:   25,457    25,268     1,038     3,608     1,536     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:     -118      -158       -40         0       -65         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      81.8       3.4      11.7       5.0       5.8       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        27         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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     9,579                :
: Positions                                                                                                    :
:    6,440     6,629     1,505       685     1,095         0       600         0       120        84        73 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:      -31       174       199       -11         1         0         0         0       -31         9        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      69.2      15.7       7.2      11.4       0.0       6.3       0.0       1.3       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         5         .         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,472                :
: Positions                                                                                                    :
:    5,870     5,800     4,106     5,291       229         0         0         0       855         0         0 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:       30      -169      -110       138        46         0         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      50.6      35.8      46.1       2.0       0.0       0.0       0.0       7.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     5,037                :
: Positions                                                                                                    :
:    4,081     2,536       184     2,174       112         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     October 9, 2012                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      50.3       3.7      43.2       2.2       0.0       0.0       0.0       2.7       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         6         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated June 29, 2007