```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 5,082,421                :
: Positions                                                                                                    :
:1,737,624 1,335,866   565,498 1,423,393   582,736   395,953    56,007   955,188   188,161    71,962   648,663 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:   -6,102   -28,556       777   -32,254     3,370     9,081       469   -48,756   -51,610    13,018    42,296 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.2      26.3      11.1      28.0      11.5       7.8       1.1      18.8       3.7       1.4      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      108       108         9        22        27        24         9        30        17        19        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   246,350                :
: Positions                                                                                                    :
:  152,870   168,319    43,323    42,314    29,416     2,246       217     2,056       558       609       658 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -16,479   -15,283       998       -50    -7,091    -1,837    -2,220       234    -1,764      -275       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      68.3      17.6      17.2      11.9       0.9       0.1       0.8       0.2       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        27         5         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   132,074                :
: Positions                                                                                                    :
:   78,027    63,667    17,259    32,617    29,096     1,655         0     2,798       207         0       320 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -14,951   -13,682    -3,172    -3,645      -735    -1,573    -3,561      -784      -600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      48.2      13.1      24.7      22.0       1.3       0.0       2.1       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        20         .         7         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   219,483                :
: Positions                                                                                                    :
:  154,469    97,850    18,887    78,892    31,785     4,668     3,964     3,056       853         0         0 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -12,562   -18,028    -4,906       761    -2,568    -2,440      -862      -292       208    -1,081         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      44.6       8.6      35.9      14.5       2.1       1.8       1.4       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        23         4         9        11         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   691,796                :
: Positions                                                                                                    :
:  540,993   218,758    12,997   340,176   115,234     1,696       314    10,620         0        64       496 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -21,700   -11,305     2,192    -3,749    -8,825     1,696    -2,903    -3,320         0       -87        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      31.6       1.9      49.2      16.7       0.2       0.0       1.5       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        24         7        12        17         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   196,564                :
: Positions                                                                                                    :
:  125,414   174,013    48,490     5,858     9,119     3,421         0       353         0         0         0 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -12,803    -9,147     4,212      -635    -3,842    -2,066         0      -369         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      88.5      24.7       3.0       4.6       1.7       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        25         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   249,976                :
: Positions                                                                                                    :
:  193,384   168,665    31,593    65,975     5,184     7,329         0     6,481         0       793         0 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -26,362   -25,663    -1,109    -1,430      -770     1,319         0    -1,231         0       793         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      67.5      12.6      26.4       2.1       2.9       0.0       2.6       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        27         5        11         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   109,342                :
: Positions                                                                                                    :
:   80,280    39,088     3,563    46,965    11,638     6,090         0     2,676         0       471       416 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -13,134    -9,856      -812    -3,875      -198       558         0      -896         0       471       416 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      35.7       3.3      43.0      10.6       5.6       0.0       2.4       0.0       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        16         4         9         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 1,175,941                :
: Positions                                                                                                    :
:  119,950   157,988   198,525   140,773    91,011   233,500   217,216   260,149    24,509    98,833   169,609 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:  -13,681   -15,959     1,895    -7,693    -1,142   -21,019    -1,022    17,445     1,429    -9,532     5,951 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      13.4      16.9      12.0       7.7      19.9      18.5      22.1       2.1       8.4      14.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   307                     :
:       48        40        26         9        26        81        46        74        41        38        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   115,425                :
: Positions                                                                                                    :
:   17,344    14,077    23,794     3,903    18,558     8,836     6,900       750    22,548    48,941    20,654 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:      301     1,130      -134     1,212        98       275         0       -50       629    -1,357      -770 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.0      12.2      20.6       3.4      16.1       7.7       6.0       0.6      19.5      42.4      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       11        10         4         7        10         .         4         .         6         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 2,522,338                :
: Positions                                                                                                    :
:  581,367   553,396   210,472   762,174   456,382   257,338    49,849   491,680   304,301     1,838   188,422 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:    5,375     8,793   -16,572    10,832    -2,565    10,986         0    -4,501    19,152         0    -2,901 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.0      21.9       8.3      30.2      18.1      10.2       2.0      19.5      12.1       0.1       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       64        60         4        19        23        19         7        25        19         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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   991,547                :
: Positions                                                                                                    :
:   96,247   143,273   296,237   119,627   276,887    86,282    90,072   110,931    16,587   142,741   100,407 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:      738     2,615     1,461        95      -385    25,228     3,618     2,448    -1,987    18,353       505 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7      14.4      29.9      12.1      27.9       8.7       9.1      11.2       1.7      14.4      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       17        15        16         6        17         9        13        15         9        14        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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    28,867                :
: Positions                                                                                                    :
:   23,613    23,467       866     3,444     1,636     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:   -2,247    -2,305      -320      -134      -185         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      81.3       3.0      11.9       5.7       6.2       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        26         .         8         7         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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     8,325                :
: Positions                                                                                                    :
:    5,528     5,518     1,301       521     1,022         0       600         0       117       250        66 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:   -1,104    -1,709      -382        63      -212         0         0         0       -39        75        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      66.3      15.6       6.3      12.3       0.0       7.2       0.0       1.4       3.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        17         5         .         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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    10,595                :
: Positions                                                                                                    :
:    5,302     4,913     3,590     4,860       221         0         0         0       850         0        60 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:   -1,100    -1,262      -356      -443        16         0         0         0       -95         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      46.4      33.9      45.9       2.1       0.0       0.0       0.0       8.0       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         7         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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     4,721                :
: Positions                                                                                                    :
:    3,764     2,440       304     2,004        84         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     October 30, 2012                                                                           :
:     -397      -231         7      -206       -24         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      51.7       6.4      42.4       1.8       0.0       0.0       0.0       2.9       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         5         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 9, 2012