```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,969,699: 1,709,993  1,400,189    541,306  1,286,947    619,003    346,880     73,654    949,221    227,396     68,874    546,473:   29,427    25,338
Old  : 4,969,699: 1,709,993  1,400,189    541,306  1,286,947    619,003    346,880     73,654    949,221    227,396     68,874    546,473:   29,427    25,338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   134,977:    73,207     75,653     12,850     26,033     21,561     12,753    -14,161     -7,357     -8,863        443     22,076:    8,750    10,729
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.4       28.2       10.9       25.9       12.5        7.0        1.5       19.1        4.6        1.4       11.0:      0.6       0.5
Old  :     100.0:      34.4       28.2       10.9       25.9       12.5        7.0        1.5       19.1        4.6        1.4       11.0:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       223:       109        106          8         24         27         25         11         31         25         13         31:
Old  :       223:       109        106          8         24         27         25         11         31         25         13         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       21.9       39.1       36.3       16.4       18.4       22.4       25.0
Old  :                 23.5       21.9       39.1       36.3       16.4       18.4       22.4       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   267,586:   171,864    177,438     36,640     34,586     39,482      3,202      8,287      2,869          0      1,210        542:   12,987     3,172
Old  :   267,586:   171,864    177,438     36,640     34,586     39,482      3,202      8,287      2,869          0      1,210        542:   12,987     3,172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   -26,095:   -12,360    -22,131     -7,154      4,630       -952     -2,180     -6,258     -2,056       -831        426       -564:        2       810
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       66.3       13.7       12.9       14.8        1.2        3.1        1.1        0.0        0.5        0.2:      4.9       1.2
Old  :     100.0:      64.2       66.3       13.7       12.9       14.8        1.2        3.1        1.1        0.0        0.5        0.2:      4.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         27          4          4          8          .          .          .          0          .          .:
Old  :        47:        27         27          4          4          8          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       59.6       65.1       72.1       41.2       41.3       49.3       51.6
Old  :                 48.5       59.6       65.1       72.1       41.2       41.3       49.3       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   150,880:    92,897     78,020     18,775     33,495     30,262      2,344      3,510      2,907      1,017          0        354:    2,324     2,332
Old  :   150,880:    92,897     78,020     18,775     33,495     30,262      2,344      3,510      2,907      1,017          0        354:    2,324     2,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   -13,097:   -10,869     -2,409      6,536       -686     -7,053     -1,300     -1,162       -577         78        -17       -266:      354      -927
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.6       51.7       12.4       22.2       20.1        1.6        2.3        1.9        0.7        0.0        0.2:      1.5       1.5
Old  :     100.0:      61.6       51.7       12.4       22.2       20.1        1.6        2.3        1.9        0.7        0.0        0.2:      1.5       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         23          .          7          9          .          .          .          .          0          .:
Old  :        40:        23         23          .          7          9          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       39.4       77.7       59.6       46.0       32.2       53.5       43.8
Old  :                 59.5       39.4       77.7       59.6       46.0       32.2       53.5       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   242,913:   168,647    113,618     23,917     75,146     38,534      2,432      5,567      3,871        911        600          0:    4,601     5,577
Old  :   242,913:   168,647    113,618     23,917     75,146     38,534      2,432      5,567      3,871        911        600          0:    4,601     5,577
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   -19,590:   -20,292     -3,834      6,683     -3,798     -8,576        750     -6,054      1,074        155        600          0:      616       998
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       46.8        9.8       30.9       15.9        1.0        2.3        1.6        0.4        0.2        0.0:      1.9       2.3
Old  :     100.0:      69.4       46.8        9.8       30.9       15.9        1.0        2.3        1.6        0.4        0.2        0.0:      1.9       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        18         20          6          8         11          .          .          .          .          .          0:
Old  :        42:        18         20          6          8         11          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       43.6       75.2       63.4       46.9       30.2       55.7       44.6
Old  :                 52.7       43.6       75.2       63.4       46.9       30.2       55.7       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   680,964:   510,005    218,140     32,983    325,574    119,683      1,645      2,282     13,054         33          0        861:    2,700     1,370
Old  :   680,964:   510,005    218,140     32,983    325,574    119,683      1,645      2,282     13,054         33          0        861:    2,700     1,370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :    -4,259:     2,694     -5,679       -858      8,877     -4,707          0     -2,522        225         33       -109        179:   -1,825      -523
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.9       32.0        4.8       47.8       17.6        0.2        0.3        1.9        0.0        0.0        0.1:      0.4       0.2
Old  :     100.0:      74.9       32.0        4.8       47.8       17.6        0.2        0.3        1.9        0.0        0.0        0.1:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        35         25          8         11         18          .          .          4          .          0          .:
Old  :        64:        35         25          8         11         18          .          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       42.9       56.5       64.6       24.5       38.2       39.8       50.8
Old  :                 35.6       42.9       56.5       64.6       24.5       38.2       39.8       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   198,572:   133,779    173,023     40,783      8,061     13,397        817          0      1,056          0          0          0:    8,740     3,035
Old  :   198,572:   133,779    173,023     40,783      8,061     13,397        817          0      1,056          0          0          0:    8,740     3,035
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   -17,678:   -15,887    -14,166        318     -1,527     -1,566     -1,590          0         27          0          0          0:    1,020      -446
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       87.1       20.5        4.1        6.7        0.4        0.0        0.5        0.0        0.0        0.0:      4.4       1.5
Old  :     100.0:      67.4       87.1       20.5        4.1        6.7        0.4        0.0        0.5        0.0        0.0        0.0:      4.4       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         25          4          .          .          .          0          .          0          0          0:
Old  :        39:        22         25          4          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       56.8       72.9       77.2       46.7       56.8       61.9       68.8
Old  :                 54.5       56.8       72.9       77.2       46.7       56.8       61.9       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   264,870:   200,502    187,360     34,009     64,871      4,443     14,676         94      5,616          0          0          0:    5,624     2,486
Old  :   264,870:   200,502    187,360     34,009     64,871      4,443     14,676         94      5,616          0          0          0:    5,624     2,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   -33,919:   -17,458    -25,559     -8,720     -2,659     -1,182     -2,117         -4     -3,976          0          0          0:     -466      -539
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       70.7       12.8       24.5        1.7        5.5        0.0        2.1        0.0        0.0        0.0:      2.1       0.9
Old  :     100.0:      75.7       70.7       12.8       24.5        1.7        5.5        0.0        2.1        0.0        0.0        0.0:      2.1       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        28         27          6         10          7          .          .          .          0          0          0:
Old  :        52:        28         27          6         10          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       44.6       56.9       61.9       33.3       44.6       52.4       59.1
Old  :                 36.2       44.6       56.9       61.9       33.3       44.6       52.4       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   109,926:    87,295     47,905      4,800     46,321      6,477      5,860          0      2,371          0          0          0:    3,123     6,852
Old  :   109,926:    87,295     47,905      4,800     46,321      6,477      5,860          0      2,371          0          0          0:    3,123     6,852
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :   -22,117:   -15,378     -9,859       -442     -4,859       -565        157     -1,674     -5,527          0          0          0:     -362       367
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       43.6        4.4       42.1        5.9        5.3        0.0        2.2        0.0        0.0        0.0:      2.8       6.2
Old  :     100.0:      79.4       43.6        4.4       42.1        5.9        5.3        0.0        2.2        0.0        0.0        0.0:      2.8       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        16         17          .          8          7          .          0          .          0          0          0:
Old  :        35:        16         17          .          8          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       48.3       81.2       71.6       64.6       43.7       74.0       60.3
Old  :                 65.4       48.3       81.2       71.6       64.6       43.7       74.0       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,187,378:   129,373    170,329    199,508    149,152     79,177    234,652    191,607    290,792     28,370    125,914    144,781:   80,725    35,626
Old  : 1,187,378:   129,373    170,329    199,508    149,152     79,177    234,652    191,607    290,792     28,370    125,914    144,781:   80,725    35,626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :    39,586:     8,366      8,623     -3,999      3,065      7,762     13,109      4,033      7,980     -1,109      8,561      1,891:    5,586    -2,329
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       14.3       16.8       12.6        6.7       19.8       16.1       24.5        2.4       10.6       12.2:      6.8       3.0
Old  :     100.0:      10.9       14.3       16.8       12.6        6.7       19.8       16.1       24.5        2.4       10.6       12.2:      6.8       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       352:        50         41         23         12         27         97         53         83         40         50         61:
Old  :       352:        50         41         23         12         27         97         53         83         40         50         61:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       26.3       28.0       38.6       10.1       16.9       17.1       24.6
Old  :                 16.8       26.3       28.0       38.6       10.1       16.9       17.1       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   106,163:    14,932     12,645     19,507      3,519     20,466      9,671        300      1,650     16,860     46,593     19,694:    3,383     1,296
Old  :   106,163:    14,932     12,645     19,507      3,519     20,466      9,671        300      1,650     16,860     46,593     19,694:    3,383     1,296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :     6,676:     1,738      2,472       -236        500      1,851         10          0        200         80     -1,380      3,008:       25        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       11.9       18.4        3.3       19.3        9.1        0.3        1.6       15.9       43.9       18.6:      3.2       1.2
Old  :     100.0:      14.1       11.9       18.4        3.3       19.3        9.1        0.3        1.6       15.9       43.9       18.6:      3.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        10         10          4          4          9          4          .          5          5          7         11:
Old  :        38:        10         10          4          4          9          4          .          5          5          7         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       56.0       58.5       74.4       35.5       44.4       45.9       50.2
Old  :                 43.3       56.0       58.5       74.4       35.5       44.4       45.9       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,517,569:   594,149    553,684    255,914    759,593    442,387    248,254     56,107    482,613    268,681      8,735    195,707:   29,864    18,743
Old  : 2,517,569:   594,149    553,684    255,914    759,593    442,387    248,254     56,107    482,613    268,681      8,735    195,707:   29,864    18,743
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :    26,812:    11,869     17,414     -3,931     16,440      5,593        572      3,678     -1,336     26,890     -1,709     -9,867:   -2,978    -3,401
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.6       22.0       10.2       30.2       17.6        9.9        2.2       19.2       10.7        0.3        7.8:      1.2       0.7
Old  :     100.0:      23.6       22.0       10.2       30.2       17.6        9.9        2.2       19.2       10.7        0.3        7.8:      1.2       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        69         62          4         19         23         17         11         25         17          7         17:
Old  :       153:        69         62          4         19         23         17         11         25         17          7         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       27.6       40.1       44.5       13.6       16.9       22.1       26.4
Old  :                 25.1       27.6       40.1       44.5       13.6       16.9       22.1       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,021,282:   104,154    152,212    273,255    124,490    317,663     50,381     80,597    126,989     18,880     92,298    121,803:    8,157     5,230
Old  : 1,021,282:   104,154    152,212    273,255    124,490    317,663     50,381     80,597    126,989     18,880     92,298    121,803:    8,157     5,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :    19,491:     2,479         -2      1,846     -5,439      3,041     -5,369     -3,854      4,338      1,455      9,231     11,749:      -48       427
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.2       14.9       26.8       12.2       31.1        4.9        7.9       12.4        1.8        9.0       11.9:      0.8       0.5
Old  :     100.0:      10.2       14.9       26.8       12.2       31.1        4.9        7.9       12.4        1.8        9.0       11.9:      0.8       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        92:        20         20         15          6         17         13         11         15         11         13         19:
Old  :        92:        20         20         15          6         17         13         11         15         11         13         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       35.4       58.3       60.1       17.4       19.7       24.6       29.3
Old  :                 38.6       35.4       58.3       60.1       17.4       19.7       24.6       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    31,010:    25,575     25,426      1,078      3,608      1,601      1,800          0          0        375          0          0:      581       375
Old  :    31,010:    25,575     25,426      1,078      3,608      1,601      1,800          0          0        375          0          0:      581       375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :    -2,205:    -2,142     -1,742       -173       -508         20          0          0          0          0          0          0:       90        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       82.0        3.5       11.6        5.2        5.8        0.0        0.0        1.2        0.0        0.0:      1.9       1.2
Old  :     100.0:      82.5       82.0        3.5       11.6        5.2        5.8        0.0        0.0        1.2        0.0        0.0:      1.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        27         27          .          7          6          .          0          0          .          0          0:
Old  :        43:        27         27          .          7          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       53.4       62.5       70.2       40.8       49.7       51.4       61.3
Old  :                 46.0       53.4       62.5       70.2       40.8       49.7       51.4       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,375:     6,471      6,455      1,306        696      1,094          0        600          0        151         75         42:      311       413
Old  :     9,375:     6,471      6,455      1,306        696      1,094          0        600          0        151         75         42:      311       413
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :       -20:        -1        -41        -54          6         29          0          0          0         -5          0         -4:       15       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       68.9       13.9        7.4       11.7        0.0        6.4        0.0        1.6        0.8        0.4:      3.3       4.4
Old  :     100.0:      69.0       68.9       13.9        7.4       11.7        0.0        6.4        0.0        1.6        0.8        0.4:      3.3       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         14          4          4          7          0          .          0          .          .          .:
Old  :        31:        15         14          4          4          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       57.9       71.7       74.2       54.8       56.7       69.3       68.3
Old  :                 57.1       57.9       71.7       74.2       54.8       56.7       69.3       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,409:     5,840      5,969      4,216      5,153        183          0          0          0        930          0          0:      240       104
Old  :    11,409:     5,840      5,969      4,216      5,153        183          0          0          0        930          0          0:      240       104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :       114:       109         70        -29         10          4          0          0          0          0          0          0:       30        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       52.3       37.0       45.2        1.6        0.0        0.0        0.0        8.2        0.0        0.0:      2.1       0.9
Old  :     100.0:      51.2       52.3       37.0       45.2        1.6        0.0        0.0        0.0        8.2        0.0        0.0:      2.1       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         13          .          6          .          0          0          0          .          0          0:
Old  :        31:        17         13          .          6          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       47.2       81.2       70.8       55.8       47.1       74.0       64.2
Old  :                 58.6       47.2       81.2       70.8       55.8       47.1       74.0       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,037:     4,081      2,536        184      2,174        112          0          0          0        138         25          0:      522       190
Old  :     5,037:     4,081      2,536        184      2,174        112          0          0          0        138         25          0:      522       190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2012                                                                  :
     :       172:        61         75          0        104          0          0          0          0          0          0          0:      111        -7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       50.3        3.7       43.2        2.2        0.0        0.0        0.0        2.7        0.5        0.0:     10.4       3.8
Old  :     100.0:      81.0       50.3        3.7       43.2        2.2        0.0        0.0        0.0        2.7        0.5        0.0:     10.4       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          9          .          6          4          0          0          0          .          .          0:
Old  :        22:        11          9          .          6          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.9       58.5       84.6       85.2       75.9       57.0       82.0       81.3
Old  :                 75.9       58.5       84.6       85.2       75.9       57.0       82.0       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 12, 2012