```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, October 16, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,205,223: 1,775,665  1,393,973    514,120  1,411,280    646,174    422,748     43,954    991,854    196,599     60,620    639,480:   18,583    17,888
Old  : 5,205,223: 1,775,665  1,393,973    514,120  1,411,280    646,174    422,748     43,954    991,854    196,599     60,620    639,480:   18,583    17,888
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :   235,524:    65,672     -6,216    -27,186    124,333     27,171     75,868    -29,700     42,633    -30,797     -8,254     93,007:  -10,844    -7,450
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       26.8        9.9       27.1       12.4        8.1        0.8       19.1        3.8        1.2       12.3:      0.4       0.3
Old  :     100.0:      34.1       26.8        9.9       27.1       12.4        8.1        0.8       19.1        3.8        1.2       12.3:      0.4       0.3
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  :       225:       112        107          8         24         27         25         10         32         25         13         31:
Old  :       225:       112        107          8         24         27         25         10         32         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  :                 23.9       22.3       40.2       37.1       15.7       19.0       22.3       26.1
Old  :                 23.9       22.3       40.2       37.1       15.7       19.0       22.3       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   260,640:   166,178    176,254     34,984     36,712     38,466      2,806      2,107      2,469        605        451      1,103:   14,029     3,078
Old  :   260,640:   166,178    176,254     34,984     36,712     38,466      2,806      2,107      2,469        605        451      1,103:   14,029     3,078
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :    -6,946:    -5,686     -1,184     -1,656      2,126     -1,016       -396     -6,180       -400        605       -759        561:    1,042       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       67.6       13.4       14.1       14.8        1.1        0.8        0.9        0.2        0.2        0.4:      5.4       1.2
Old  :     100.0:      63.8       67.6       13.4       14.1       14.8        1.1        0.8        0.9        0.2        0.2        0.4:      5.4       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  :        46:        26         28          5          .          8          .          .          .          .          .          .:
Old  :        46:        26         28          5          .          8          .          .          .          .          .          .:
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  :                 46.6       59.9       63.7       73.1       39.3       42.3       47.9       52.6
Old  :                 46.6       59.9       63.7       73.1       39.3       42.3       47.9       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   155,509:    96,743     80,561     19,763     34,948     29,870      1,962      3,330      3,720        777          0        474:    2,200     2,606
Old  :   155,509:    96,743     80,561     19,763     34,948     29,870      1,962      3,330      3,720        777          0        474:    2,200     2,606
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :     4,629:     3,846      2,541        988      1,453       -392       -382       -180        813       -240          0        120:     -124       274
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       51.8       12.7       22.5       19.2        1.3        2.1        2.4        0.5        0.0        0.3:      1.4       1.7
Old  :     100.0:      62.2       51.8       12.7       22.5       19.2        1.3        2.1        2.4        0.5        0.0        0.3:      1.4       1.7
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  :        40:        22         23          .          7          9          .          .          .          .          0          .:
Old  :        40:        22         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  :                 56.2       37.8       75.0       58.7       41.2       31.6       50.8       44.0
Old  :                 56.2       37.8       75.0       58.7       41.2       31.6       50.8       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   242,291:   166,200    114,949     25,787     74,342     37,554      2,794      5,461      3,953      1,556        750         59:    4,388     5,223
Old  :   242,291:   166,200    114,949     25,787     74,342     37,554      2,794      5,461      3,953      1,556        750         59:    4,388     5,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :      -622:    -2,447      1,331      1,870       -804       -980        362       -106         82        645        150         59:     -213      -354
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       47.4       10.6       30.7       15.5        1.2        2.3        1.6        0.6        0.3        0.0:      1.8       2.2
Old  :     100.0:      68.6       47.4       10.6       30.7       15.5        1.2        2.3        1.6        0.6        0.3        0.0:      1.8       2.2
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  :        42:        17         20          6          8         11          .          .          .          .          .          .:
Old  :        42:        17         20          6          8         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  :                 49.8       42.9       72.7       62.9       46.8       30.0       56.2       45.7
Old  :                 49.8       42.9       72.7       62.9       46.8       30.0       56.2       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   697,383:   530,529    219,228     18,418    330,603    127,579        829      3,720     14,358          0        149        588:    5,082     1,158
Old  :   697,383:   530,529    219,228     18,418    330,603    127,579        829      3,720     14,358          0        149        588:    5,082     1,158
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :    16,419:    20,524      1,088    -14,565      5,029      7,896       -816      1,438      1,304        -33        149       -273:    2,382      -212
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       31.4        2.6       47.4       18.3        0.1        0.5        2.1        0.0        0.0        0.1:      0.7       0.2
Old  :     100.0:      76.1       31.4        2.6       47.4       18.3        0.1        0.5        2.1        0.0        0.0        0.1:      0.7       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:        36         26          8         11         17          .          .          4          0          .          .:
Old  :        64:        36         26          8         11         17          .          .          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  :                 34.1       43.1       55.2       64.4       25.8       37.9       40.8       51.1
Old  :                 34.1       43.1       55.2       64.4       25.8       37.9       40.8       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   205,147:   135,428    179,703     42,761      6,761     12,581      4,700          0        692          0          0          0:    8,985     5,410
Old  :   205,147:   135,428    179,703     42,761      6,761     12,581      4,700          0        692          0          0          0:    8,985     5,410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :     6,575:     1,649      6,680      1,978     -1,300       -816      3,883          0       -364          0          0          0:      245     2,375
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       87.6       20.8        3.3        6.1        2.3        0.0        0.3        0.0        0.0        0.0:      4.4       2.6
Old  :     100.0:      66.0       87.6       20.8        3.3        6.1        2.3        0.0        0.3        0.0        0.0        0.0:      4.4       2.6
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  :        37:        22         25          .          .          .          .          0          .          0          0          0:
Old  :        37:        22         25          .          .          .          .          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  :                 54.1       56.3       71.2       76.8       46.9       56.3       61.3       68.3
Old  :                 54.1       56.3       71.2       76.8       46.9       56.3       61.3       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   265,850:   205,604    184,376     33,289     66,467      4,562      9,425          0      7,106          0          0          0:    5,864     3,339
Old  :   265,850:   205,604    184,376     33,289     66,467      4,562      9,425          0      7,106          0          0          0:    5,864     3,339
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :       980:     5,102     -2,984       -720      1,596        119     -5,251        -94      1,490          0          0          0:      240       853
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.3       69.4       12.5       25.0        1.7        3.5        0.0        2.7        0.0        0.0        0.0:      2.2       1.3
Old  :     100.0:      77.3       69.4       12.5       25.0        1.7        3.5        0.0        2.7        0.0        0.0        0.0:      2.2       1.3
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  :        53:        28         27          6         10          7          .          0          .          0          0          0:
Old  :        53:        28         27          6         10          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  :                 37.0       39.7       56.2       57.5       34.0       39.7       52.1       55.2
Old  :                 37.0       39.7       56.2       57.5       34.0       39.7       52.1       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, October 16, 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  :   121,115:    89,756     50,304      4,435     50,674     11,206      9,870          0      2,467          0          0          0:    3,381     6,464
Old  :   121,115:    89,756     50,304      4,435     50,674     11,206      9,870          0      2,467          0          0          0:    3,381     6,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :    11,189:     2,461      2,399       -365      4,353      4,729      4,010          0         96          0          0          0:      258      -388
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       41.5        3.7       41.8        9.3        8.1        0.0        2.0        0.0        0.0        0.0:      2.8       5.3
Old  :     100.0:      74.1       41.5        3.7       41.8        9.3        8.1        0.0        2.0        0.0        0.0        0.0:      2.8       5.3
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  :        36:        15         17          .          9          7          .          0          .          0          0          0:
Old  :        36:        15         17          .          9          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  :                 64.4       44.9       82.3       67.8       61.5       36.8       71.0       53.9
Old  :                 64.4       44.9       82.3       67.8       61.5       36.8       71.0       53.9
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 16, 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  : 1,188,592:   140,006    177,978    198,021    144,299     91,408    248,350    213,064    247,279     24,861    121,259    153,373:   85,294    39,932
Old  : 1,188,592:   140,006    177,978    198,021    144,299     91,408    248,350    213,064    247,279     24,861    121,259    153,373:   85,294    39,932
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :     1,214:    10,633      7,649     -1,487     -4,853     12,231     13,698     21,457    -43,513     -3,509     -4,655      8,592:    4,569     4,306
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.8       15.0       16.7       12.1        7.7       20.9       17.9       20.8        2.1       10.2       12.9:      7.2       3.4
Old  :     100.0:      11.8       15.0       16.7       12.1        7.7       20.9       17.9       20.8        2.1       10.2       12.9:      7.2       3.4
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  :       331:        48         42         23          9         24         95         49         79         41         45         61:
Old  :       331:        48         42         23          9         24         95         49         79         41         45         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  :                 15.8       28.0       27.9       40.3       10.1       19.4       17.0       26.9
Old  :                 15.8       28.0       27.9       40.3       10.1       19.4       17.0       26.9
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 16, 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  :   126,961:    15,947     15,420     19,063      6,919     24,679      9,671        350      8,450     19,525     43,966     25,907:    3,719     1,270
Old  :   126,961:    15,947     15,420     19,063      6,919     24,679      9,671        350      8,450     19,525     43,966     25,907:    3,719     1,270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :    20,798:     1,015      2,775       -444      3,400      4,213          0         50      6,800      2,665     -2,627      6,213:      336       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6       12.1       15.0        5.4       19.4        7.6        0.3        6.7       15.4       34.6       20.4:      2.9       1.0
Old  :     100.0:      12.6       12.1       15.0        5.4       19.4        7.6        0.3        6.7       15.4       34.6       20.4:      2.9       1.0
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  :        42:        10         11          .          7         11          4          .          6          6          7         11:
Old  :        42:        10         11          .          7         11          4          .          6          6          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  :                 40.6       51.3       56.4       70.0       30.8       37.1       40.2       42.4
Old  :                 40.6       51.3       56.4       70.0       30.8       37.1       40.2       42.4
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 16, 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  : 2,585,143:   604,427    565,140    255,674    771,496    460,005    245,749     56,858    510,690    285,323      7,800    192,660:   30,615    20,494
Old  : 2,585,143:   604,427    565,140    255,674    771,496    460,005    245,749     56,858    510,690    285,323      7,800    192,660:   30,615    20,494
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :    67,574:    10,278     11,456       -240     11,903     17,618     -2,505        751     28,077     16,642       -935     -3,047:      751     1,751
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       21.9        9.9       29.8       17.8        9.5        2.2       19.8       11.0        0.3        7.5:      1.2       0.8
Old  :     100.0:      23.4       21.9        9.9       29.8       17.8        9.5        2.2       19.8       11.0        0.3        7.5:      1.2       0.8
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  :       153:        69         62          4         19         23         17         11         25         17          7         15:
Old  :       153:        69         62          4         19         23         17         11         25         17          7         15:
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  :                 24.9       27.2       39.5       44.3       13.3       16.7       21.5       26.1
Old  :                 24.9       27.2       39.5       44.3       13.3       16.7       21.5       26.1
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 16, 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  : 1,056,022:   119,287    153,937    279,542    112,090    323,087     59,370     89,885    122,497     30,654    135,102    114,146:    7,439     5,278
Old  : 1,056,022:   119,287    153,937    279,542    112,090    323,087     59,370     89,885    122,497     30,654    135,102    114,146:    7,439     5,278
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :    34,740:    15,133      1,725      6,287    -12,400      5,424      8,989      9,288     -4,492     11,774     42,804     -7,657:     -718        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       14.6       26.5       10.6       30.6        5.6        8.5       11.6        2.9       12.8       10.8:      0.7       0.5
Old  :     100.0:      11.3       14.6       26.5       10.6       30.6        5.6        8.5       11.6        2.9       12.8       10.8:      0.7       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  :        93:        20         20         16          6         18         11         12         16         12         13         19:
Old  :        93:        20         20         16          6         18         11         12         16         12         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  :                 37.6       34.5       56.7       57.7       17.0       19.1       23.9       28.2
Old  :                 37.6       34.5       56.7       57.7       17.0       19.1       23.9       28.2
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 16, 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  :    30,882:    25,457     25,268      1,038      3,608      1,536      1,800          0          0        375          0          0:      676       470
Old  :    30,882:    25,457     25,268      1,038      3,608      1,536      1,800          0          0        375          0          0:      676       470
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :      -128:      -118       -158        -40          0        -65          0          0          0          0          0          0:       95        95
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       81.8        3.4       11.7        5.0        5.8        0.0        0.0        1.2        0.0        0.0:      2.2       1.5
Old  :     100.0:      82.4       81.8        3.4       11.7        5.0        5.8        0.0        0.0        1.2        0.0        0.0:      2.2       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  :        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  :                 45.8       52.8       62.3       69.7       41.1       49.2       51.7       60.9
Old  :                 45.8       52.8       62.3       69.7       41.1       49.2       51.7       60.9
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 16, 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  :     9,579:     6,440      6,629      1,505        685      1,095          0        600          0        120         84         73:      346       413
Old  :     9,579:     6,440      6,629      1,505        685      1,095          0        600          0        120         84         73:      346       413
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :       204:       -31        174        199        -11          1          0          0          0        -31          9         31:       35         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       69.2       15.7        7.2       11.4        0.0        6.3        0.0        1.3        0.9        0.8:      3.6       4.3
Old  :     100.0:      67.2       69.2       15.7        7.2       11.4        0.0        6.3        0.0        1.3        0.9        0.8:      3.6       4.3
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  :        31:        15         14          5          .          7          0          .          0          .          .          .:
Old  :        31:        15         14          5          .          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  :                 56.6       57.1       70.9       74.4       54.3       55.9       68.5       67.8
Old  :                 56.6       57.1       70.9       74.4       54.3       55.9       68.5       67.8
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 16, 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  :    11,472:     5,870      5,800      4,106      5,291        229          0          0          0        855          0          0:      412       152
Old  :    11,472:     5,870      5,800      4,106      5,291        229          0          0          0        855          0          0:      412       152
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2012                                                                  :
     :        63:        30       -169       -110        138         46          0          0          0        -75          0          0:      172        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       50.6       35.8       46.1        2.0        0.0        0.0        0.0        7.5        0.0        0.0:      3.6       1.3
Old  :     100.0:      51.2       50.6       35.8       46.1        2.0        0.0        0.0        0.0        7.5        0.0        0.0:      3.6       1.3
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  :        31:        17         13          .          7          .          0          0          0          .          0          0:
Old  :        31:        17         13          .          7          .          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  :                 57.9       47.9       79.5       70.6       54.1       47.1       72.3       63.1
Old  :                 57.9       47.9       79.5       70.6       54.1       47.1       72.3       63.1
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 16, 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 9, 2012                                                                  :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    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 June 29, 2007