```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,834,722                :
: Positions                                                                                                    :
:1,636,786 1,324,536   528,456 1,260,914   597,442   334,127    87,815   956,578   236,259    68,431   524,397 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -680   108,673    79,878    73,660    -3,020    12,208   -89,318   222,307   -10,542   -11,727   -58,552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      27.4      10.9      26.1      12.4       6.9       1.8      19.8       4.9       1.4      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      108       105         8        23        26        25        11        32        23        15        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   293,681                :
: Positions                                                                                                    :
:  184,224   199,569    43,794    29,956    40,434     5,382    14,545     4,925       831       784     1,106 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    3,717      -300    -3,012       107     2,520     1,065     2,650      -622       529      -462      -272 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      68.0      14.9      10.2      13.8       1.8       5.0       1.7       0.3       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        31         5         4         9         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   163,977                :
: Positions                                                                                                    :
:  103,766    80,429    12,239    34,181    37,315     3,644     4,672     3,484       939        17       620 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    7,034     3,450    -1,734       753     2,837        91       900       242      -218        17       251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      49.0       7.5      20.8      22.8       2.2       2.8       2.1       0.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        24         4         6         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   262,503                :
: Positions                                                                                                    :
:  188,939   117,452    17,234    78,944    47,110     1,682    11,621     2,797       756         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    2,553      -115    -1,077     3,824     1,596       900       472      -840       506         0      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      44.7       6.6      30.1      17.9       0.6       4.4       1.1       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        25         8         8        13         .         4         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   685,223                :
: Positions                                                                                                    :
:  507,311   223,819    33,841   316,697   124,390     1,645     4,804    12,829         0       109       682 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -30,832   -12,787     8,533    -9,917    -7,314      -124     1,738    -4,132         0        54      -214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      32.7       4.9      46.2      18.2       0.2       0.7       1.9       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        25         8        11        18         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   216,250                :
: Positions                                                                                                    :
:  149,666   187,189    40,465     9,588    14,963     2,407         0     1,029         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    1,726     2,761       736     1,875       120     1,811       -74      -280         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      86.6      18.7       4.4       6.9       1.1       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        29         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   298,789                :
: Positions                                                                                                    :
:  217,960   212,919    42,729    67,530     5,625    16,793        98     9,592         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   13,200    16,151     1,611     2,334      -335     2,555      -699       726         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      71.3      14.3      22.6       1.9       5.6       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        32         6        10         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   132,043                :
: Positions                                                                                                    :
:  102,673    57,764     5,242    51,180     7,042     5,703     1,674     7,898         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    4,675     1,248      -248     2,018      -744    -1,100       899       152         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      43.7       4.0      38.8       5.3       4.3       1.3       6.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        21         .         8         8         4         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 1,147,792                :
: Positions                                                                                                    :
:  121,007   161,706   203,507   146,087    71,415   221,543   187,574   282,812    29,479   117,353   142,890 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -860    12,133     6,415    36,821       225    20,820   -23,469    44,714    -2,754     1,897     9,047 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      14.1      17.7      12.7       6.2      19.3      16.3      24.6       2.6      10.2      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       48        38        23        11        24        89        51        81        39        55        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    99,487                :
: Positions                                                                                                    :
:   13,194    10,173    19,743     3,019    18,615     9,661       300     1,450    16,780    47,973    16,686 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -6,099       -84     3,094      -825    -2,909     3,843      -300    -4,043     3,640     6,862    -8,439 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      10.2      19.8       3.0      18.7       9.7       0.3       1.5      16.9      48.2      16.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       10        10         4         4         9         4         .         4         5         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 2,490,757                :
: Positions                                                                                                    :
:  582,280   536,270   259,845   743,153   436,794   247,682    52,429   483,949   241,791    10,444   205,574 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -55,096   -31,681   -10,615    13,886   -20,566    -4,677   -26,269    69,987    -9,778   -34,595   -70,387 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.4      21.5      10.4      29.8      17.5       9.9       2.1      19.4       9.7       0.4       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       67        61         4        18        22        18        10        24        16         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 1,001,791                :
: Positions                                                                                                    :
:  101,675   152,214   271,409   129,929   314,622    55,750    84,451   122,651    17,425    83,067   110,054 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -36,173    -9,695    56,362   -75,664   -89,277   -56,458    -1,975    13,524   -32,637    20,898   -94,440 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.1      15.2      27.1      13.0      31.4       5.6       8.4      12.2       1.7       8.3      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       20        20        15         6        17        14        10        14        11        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    33,215                :
: Positions                                                                                                    :
:   27,717    27,168     1,251     4,116     1,581     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:      584       449      -195        -3       132         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      81.8       3.8      12.4       4.8       5.4       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        28         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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     9,395                :
: Positions                                                                                                    :
:    6,472     6,496     1,360       690     1,065         0       600         0       156        75        46 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -443      -360       -86      -148       -79         0         0         0       -52         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      69.1      14.5       7.3      11.3       0.0       6.4       0.0       1.7       0.8       0.5 :
:                                                                                                              :
: 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 2, 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    11,295                :
: Positions                                                                                                    :
:    5,731     5,899     4,245     5,143       179         0         0         0       930         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -298      -262      -226      -212       -65         0         0         0       -65         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      52.2      37.6      45.5       1.6       0.0       0.0       0.0       8.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        13         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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     4,865                :
: Positions                                                                                                    :
:    4,020     2,461       184     2,070       112         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -519      -327       -26      -218        14         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      50.6       3.8      42.5       2.3       0.0       0.0       0.0       2.8       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         6         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 5, 2012