```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,974,546                :
: Positions                                                                                                    :
:1,744,358 1,253,748   453,284 1,386,440   577,925   459,185    69,529   892,367   162,512   105,929   667,735 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:   42,616    20,859    17,310   -44,148    14,654    10,006     4,569   -32,782   -47,788    40,728   -10,152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      25.2       9.1      27.9      11.6       9.2       1.4      17.9       3.3       2.1      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      110       107        12        21        30        22         9        26        17        23        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   242,273                :
: Positions                                                                                                    :
:  140,865   160,084    47,949    36,589    29,938     1,936         0     3,930     1,728         0       797 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:      389     1,237     3,027     1,109       495    -1,021    -1,805     1,324       955    -1,154       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      66.1      19.8      15.1      12.4       0.8       0.0       1.6       0.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        23         7         .        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   155,560                :
: Positions                                                                                                    :
:   99,576    95,036    23,145    33,415    20,426     3,106         0     3,192     2,219         0       551 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:    3,297     3,084     2,031     1,316      -963      -145         0       456      -445         0       551 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      61.1      14.9      21.5      13.1       2.0       0.0       2.1       1.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        21         .         8        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   214,956                :
: Positions                                                                                                    :
:  152,361   104,311    16,216    64,148    30,320     6,318     9,977       567        86       770     1,216 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:    1,143     4,924       -79      -538     1,040     1,374    -1,167       -54      -754       292     1,104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      48.5       7.5      29.8      14.1       2.9       4.6       0.3       0.0       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        22         4         8        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   691,503                :
: Positions                                                                                                    :
:  533,870   200,855    14,870   356,970   119,235     2,992       948     9,600        23        54       618 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:  -14,594    -9,825     1,536    -1,950    -7,694       327       815       -60       -35      -675       366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      29.0       2.2      51.6      17.2       0.4       0.1       1.4       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       33        26         7        12        17         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   192,581                :
: Positions                                                                                                    :
:  119,343   167,976    52,074     5,839     6,707     3,760     3,754       929       310         0         0 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:    8,635    10,274     1,574         0      -880      -540       192      -456      -143         0      -705 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      87.2      27.0       3.0       3.5       2.0       1.9       0.5       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   232,817                :
: Positions                                                                                                    :
:  177,138   150,769    33,261    68,850     3,732     7,236         0     5,484         0     1,005       173 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:     -382      -551       279     3,466      -186     3,540         0    -2,489         0       553      -103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      64.8      14.3      29.6       1.6       3.1       0.0       2.4       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       25        28         .        11         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is    80,798                :
: Positions                                                                                                    :
:   53,536    28,537    13,347    41,448     1,221     4,387         0     1,319     1,426         0         0 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:      776    -1,014        56       930       -56    -1,367         0       413     1,426       -70      -786 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      35.3      16.5      51.3       1.5       5.4       0.0       1.6       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        13         .         7         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,167,143                :
: Positions                                                                                                    :
:  131,117   165,938   212,053    64,824   103,206   212,399   278,231   243,473    37,262   107,854   157,243 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:   19,410    13,462     3,033    -8,241    10,214     1,407    17,251    -2,985     9,212     3,635    -6,895 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      14.2      18.2       5.6       8.8      18.2      23.8      20.9       3.2       9.2      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   294                     :
:       48        34        23        13        28        57        62        74        33        40        58 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   147,148                :
: Positions                                                                                                    :
:   24,562    17,476    10,778     8,700    36,224    22,783       700     1,603    22,486    54,483    25,687 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:    2,867     1,827    -1,050      -653     6,864    -1,000         0       251       806       295     3,941 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.7      11.9       7.3       5.9      24.6      15.5       0.5       1.1      15.3      37.0      17.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       13        13         .         9        11         4         .         4         9         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,449,578                :
: Positions                                                                                                    :
:  581,936   552,894   179,063   782,007   390,010   220,725    26,961   467,059   365,819       596   204,084 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:    8,434    13,883   -22,343    -4,881     8,636   -27,393   -12,205    -5,729    37,187      -540    -3,717 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.8      22.6       7.3      31.9      15.9       9.0       1.1      19.1      14.9       0.0       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   142                     :
:       61        55         4        18        23        19         6        24        21         .        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   955,675                :
: Positions                                                                                                    :
:  101,806   138,683   280,132    97,763   285,972    70,646   106,418   101,421    18,413   127,639    94,033 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:    3,748     1,437    -6,766    -5,112     7,027   -10,350      -944      -551       335    -7,839     5,039 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      14.5      29.3      10.2      29.9       7.4      11.1      10.6       1.9      13.4       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       18        20        15         7        18        10        13        15         9        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    32,361                :
: Positions                                                                                                    :
:   27,953    26,864       736     3,436     1,706       900         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:      408        76       -30        77       477      -360         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      83.0       2.3      10.6       5.3       2.8       0.0       0.0       1.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       29        25         .         8         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     6,566                :
: Positions                                                                                                    :
:    4,265     3,028         0     3,198       156     1,710         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:      126        96         0         0       108         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      46.1       0.0      48.7       2.4      26.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         0         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,362                :
: Positions                                                                                                    :
:    4,732     3,302       434       747       753         0       360         0        92       700        41 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:      -92       109        75       -75        27         0       -60         0       -20       300       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      51.9       6.8      11.7      11.8       0.0       5.7       0.0       1.4      11.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        19         .         4         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,723                :
: Positions                                                                                                    :
:    5,068     4,663     3,238     4,534       132         0         0         0       795         0         0 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:       47        20        -3        97         0         0         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      48.0      33.3      46.6       1.4       0.0       0.0       0.0       8.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     4,364                :
: Positions                                                                                                    :
:    3,563     2,165       274     1,994        47         0         0         0       104         0         0 :
:                                                                                                              :
: Changes from:     December 11, 2012                                                                          :
:       60       -66         0       126       -22         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      49.6       6.3      45.7       1.1       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 21, 2012