```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,767,309                :
: Positions                                                                                                    :
:1,610,130 1,225,226   398,220 1,345,937   593,337   468,349    38,812   825,267   198,663    61,113   653,149 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
: -142,661   -62,444   -18,997   -27,586     1,891   -23,623       359   -50,040    57,851   -37,210   -26,834 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      25.7       8.4      28.2      12.4       9.8       0.8      17.3       4.2       1.3      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   214                     :
:      105       101        11        22        29        21         8        25        19        16        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   246,024                :
: Positions                                                                                                    :
:  141,688   165,558    47,642    34,607    32,544     2,171         0     4,274       504       173       863 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    1,502     7,231       493       516     2,042     1,017         0      -345         0    -1,172       279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      67.3      19.4      14.1      13.2       0.9       0.0       1.7       0.2       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        23         5         4         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   157,999                :
: Positions                                                                                                    :
:  105,148    96,626    18,087    33,010    21,911     4,716         0     2,380     2,001         0       641 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    4,317     4,740      -491      -311     1,782     1,097         0      -100        70         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      61.2      11.4      20.9      13.9       3.0       0.0       1.5       1.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        22         .         8        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   220,589                :
: Positions                                                                                                    :
:  156,033   107,625    16,407    64,754    30,529     8,030     9,531       763         0     1,620       620 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    2,848     3,904       702       732      -372       856    -1,182       509         0       769      -465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      48.8       7.4      29.4      13.8       3.6       4.3       0.3       0.0       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        21         5         8        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   711,912                :
: Positions                                                                                                    :
:  541,581   217,826    32,549   367,251   112,619     2,939       671     9,763     1,573         0       587 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    2,566    10,037    10,797     4,275    -3,819      -373         0        90     1,136         0       167 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      30.6       4.6      51.6      15.8       0.4       0.1       1.4       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       33        26         6        13        17         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   199,113                :
: Positions                                                                                                    :
:  124,728   174,999    52,073     6,862     6,921     4,240     1,712     1,668         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    1,089     1,710       -63       620       214       480    -1,122       293      -310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      87.9      26.2       3.4       3.5       2.1       0.9       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        25         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   234,262                :
: Positions                                                                                                    :
:  178,695   151,564    32,514    70,170     3,888     7,539       108     5,109         0       831       173 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      470      -422      -310       357       248      -377       108       -11         0      -174         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      64.7      13.9      30.0       1.7       3.2       0.0       2.2       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       26        30         .        11         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    83,971                :
: Positions                                                                                                    :
:   51,534    29,400    18,917    42,537     1,617     5,173         0     1,681     1,333         0        17 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:   -1,913      -619     1,860         0         0      -445         0       682       -31         0        17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      35.0      22.5      50.7       1.9       6.2       0.0       2.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        15         .         7         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 1,164,815                :
: Positions                                                                                                    :
:  137,336   165,465   217,829    51,514   101,951   214,598   304,569   240,069    25,601    96,079   161,674 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:   -1,423      -635     3,408    -3,975       510     1,404    -1,047     6,267   -12,632    -3,216     4,366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      14.2      18.7       4.4       8.8      18.4      26.1      20.6       2.2       8.2      13.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   278                     :
:       41        30        26         9        28        55        57        73        41        36        48 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   131,954                :
: Positions                                                                                                    :
:   17,940    16,493    11,552    10,589    28,907    22,501       350       953    23,573    48,419    23,859 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:   -6,467    -1,908      -626     1,737    -8,144      -156      -350      -776       115    -7,013      -560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      12.5       8.8       8.0      21.9      17.1       0.3       0.7      17.9      36.7      18.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       11        11         4         6        10         5         .         .         9         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 2,264,650                :
: Positions                                                                                                    :
:  544,644   482,098   178,469   737,541   362,161   217,155    26,855   433,380   293,297     5,374   193,159 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:  -45,918   -71,483     3,683   -45,437   -29,790    -2,324     4,393   -32,349   -62,219     5,311    -9,616 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      21.3       7.9      32.6      16.0       9.6       1.2      19.1      13.0       0.2       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   136                     :
:       59        53         4        18        22        18         6        22        16         4        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   838,183                :
: Positions                                                                                                    :
:  108,537   124,171   199,224    81,631   297,485    25,244    65,628   102,451    10,249    74,075    85,790 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    2,264   -19,967   -78,513   -16,645     8,077   -45,500   -44,128    -6,668    -6,273   -44,229   -11,554 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      14.8      23.8       9.7      35.5       3.0       7.8      12.2       1.2       8.8      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       14        15        14         6        17         6        10         9         7        14        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    32,654                :
: Positions                                                                                                    :
:   28,274    27,205       753     3,343     1,757       720         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0        30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      83.3       2.3      10.2       5.4       2.2       0.0       0.0       1.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       29        25         .         8         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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     6,596                :
: Positions                                                                                                    :
:    4,295     2,968         0     3,198       156     1,710         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0       -30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      45.0       0.0      48.5       2.4      25.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         0         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,517                :
: Positions                                                                                                    :
:    4,785     3,627       583       716       721         0       360         0       122       650        41 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      105       117         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      55.7       8.9      11.0      11.1       0.0       5.5       0.0       1.9      10.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        19         4         .         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,783                :
: Positions                                                                                                    :
:    5,128     4,733     3,238     4,524       132         0         0         0       795         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      48.4      33.1      46.2       1.3       0.0       0.0       0.0       8.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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     4,448                :
: Positions                                                                                                    :
:    3,565     2,167       310     1,994        38         0         0         0       104         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        2         2        36         0        -9         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      48.7       7.0      44.8       0.9       0.0       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 4, 2013