```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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 5,091,335                :
: Positions                                                                                                    :
:1,744,850 1,304,075   548,997 1,439,831   591,088   417,426    43,001   939,894   146,702    71,385   694,620 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    7,226   -31,791   -16,501    16,438     8,352    21,473   -13,006   -15,294   -41,459      -577    45,957 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.3      25.6      10.8      28.3      11.6       8.2       0.8      18.5       2.9       1.4      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      108       107        10        21        27        25         9        29        19        19        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   245,172                :
: Positions                                                                                                    :
:  149,504   168,526    44,827    39,167    28,851     2,928       217     2,127       462     1,279       487 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:   -3,366       207     1,504    -3,147      -565       682         0        71       -96       670      -171 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      68.7      18.3      16.0      11.8       1.2       0.1       0.9       0.2       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        29         5         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   129,065                :
: Positions                                                                                                    :
:   81,436    58,583    12,196    33,614    28,729     1,269       693     2,811       207         0       196 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    3,409    -5,084    -5,063       997      -367      -386       693        13         0         0      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      45.4       9.4      26.0      22.3       1.0       0.5       2.2       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        19         .         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   222,497                :
: Positions                                                                                                    :
:  158,060    93,287    16,852    80,769    32,978     5,186     8,116     2,056       422         0       217 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    3,591    -4,563    -2,035     1,877     1,193       518     4,152    -1,000      -431         0       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      41.9       7.6      36.3      14.8       2.3       3.6       0.9       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       17        21         5         8        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   696,413                :
: Positions                                                                                                    :
:  545,766   219,357    12,756   343,464   117,311     1,530       328     9,932         0        95       465 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    4,773       599      -241     3,288     2,077      -166        14      -688         0        31       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      31.5       1.8      49.3      16.8       0.2       0.0       1.4       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        25         7        12        17         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   200,377                :
: Positions                                                                                                    :
:  131,398   171,387    48,918     5,858     9,975         0     1,801     1,999       880         0         0 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    5,984    -2,626       428         0       856    -3,421     1,801     1,646       880         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      85.5      24.4       2.9       5.0       0.0       0.9       1.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        24         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   263,425                :
: Positions                                                                                                    :
:  204,286   179,172    34,862    68,973     5,861     6,961       359     5,450         0       732         0 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:   10,902    10,507     3,269     2,998       677      -368       359    -1,031         0       -61         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      68.0      13.2      26.2       2.2       2.6       0.1       2.1       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        26         5        11         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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    98,137                :
: Positions                                                                                                    :
:   70,939    36,236     5,151    41,506    10,551     5,464         0       953         0       871       416 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:   -9,341    -2,852     1,588    -5,459    -1,087      -626         0    -1,723         0       400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      36.9       5.2      42.3      10.8       5.6       0.0       1.0       0.0       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        16         5         8         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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 1,150,704                :
: Positions                                                                                                    :
:  113,951   154,052   201,845   121,315    87,671   208,266   210,849   264,321    23,054    98,238   175,073 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:   -5,999    -3,936     3,320   -19,458    -3,340   -25,234    -6,367     4,172    -1,455      -595     5,464 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.9      13.4      17.5      10.5       7.6      18.1      18.3      23.0       2.0       8.5      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   300                     :
:       48        41        25        10        28        78        44        70        34        41        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   116,954                :
: Positions                                                                                                    :
:   17,712    14,408    17,546     6,683    21,376     8,836     6,850     1,000    22,198    39,745    25,123 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:      368       331    -6,248     2,780     2,818         0       -50       250      -350    -9,196     4,469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.1      12.3      15.0       5.7      18.3       7.6       5.9       0.9      19.0      34.0      21.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       12        11         4         7        11         .         4         4         6         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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 2,548,367                :
: Positions                                                                                                    :
:  590,548   563,879   212,564   775,954   439,138   266,348    50,766   501,063   310,457     1,869   197,536 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    9,181    10,483     2,092    13,780   -17,244     9,010       917     9,383     6,156        31     9,114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      22.1       8.3      30.4      17.2      10.5       2.0      19.7      12.2       0.1       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       67        62         4        18        22        18         8        25        19         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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   995,032                :
: Positions                                                                                                    :
:   97,022   146,983   300,060   118,564   271,909    77,810    87,403   118,660    18,331   139,854   103,784 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:      775     3,710     3,823    -1,063    -4,978    -8,472    -2,669     7,729     1,744    -2,887     3,377 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      14.8      30.2      11.9      27.3       7.8       8.8      11.9       1.8      14.1      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       17        16        16         6        17         9        13        15        11        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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    31,875                :
: Positions                                                                                                    :
:   26,506    26,460     1,121     3,519     1,556     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:    2,893     2,993       255        75       -80         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      83.0       3.5      11.0       4.9       5.6       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        27         .         8         7         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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     8,352                :
: Positions                                                                                                    :
:    5,623     5,258     1,126       576     1,142         0       600         0       117       350        66 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:       95      -260      -175        55       120         0         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      63.0      13.5       6.9      13.7       0.0       7.2       0.0       1.4       4.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        18         5         .         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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    10,339                :
: Positions                                                                                                    :
:    5,253     4,807     3,545     4,865       171         0         0         0       850         0        60 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:      -49      -106       -45         5       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      46.5      34.3      47.1       1.7       0.0       0.0       0.0       8.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        11         .         7         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 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     4,723                :
: Positions                                                                                                    :
:    3,764     2,440       304     2,002        86         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     November 6, 2012                                                                           :
:        0         0         0        -2         2         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      51.7       6.4      42.4       1.8       0.0       0.0       0.0       2.9       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         5         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 16, 2012