```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,969,699                :
: Positions                                                                                                    :
:1,709,993 1,400,189   541,306 1,286,947   619,003   346,880    73,654   949,221   227,396    68,874   546,473 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:   73,207    75,653    12,850    26,033    21,561    12,753   -14,161    -7,357    -8,863       443    22,076 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.4      28.2      10.9      25.9      12.5       7.0       1.5      19.1       4.6       1.4      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      109       106         8        24        27        25        11        31        25        13        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   267,586                :
: Positions                                                                                                    :
:  171,864   177,438    36,640    34,586    39,482     3,202     8,287     2,869         0     1,210       542 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:  -12,360   -22,131    -7,154     4,630      -952    -2,180    -6,258    -2,056      -831       426      -564 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      66.3      13.7      12.9      14.8       1.2       3.1       1.1       0.0       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        27         4         4         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   150,880                :
: Positions                                                                                                    :
:   92,897    78,020    18,775    33,495    30,262     2,344     3,510     2,907     1,017         0       354 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:  -10,869    -2,409     6,536      -686    -7,053    -1,300    -1,162      -577        78       -17      -266 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      51.7      12.4      22.2      20.1       1.6       2.3       1.9       0.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        23         .         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   242,913                :
: Positions                                                                                                    :
:  168,647   113,618    23,917    75,146    38,534     2,432     5,567     3,871       911       600         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:  -20,292    -3,834     6,683    -3,798    -8,576       750    -6,054     1,074       155       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      46.8       9.8      30.9      15.9       1.0       2.3       1.6       0.4       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        20         6         8        11         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   680,964                :
: Positions                                                                                                    :
:  510,005   218,140    32,983   325,574   119,683     1,645     2,282    13,054        33         0       861 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:    2,694    -5,679      -858     8,877    -4,707         0    -2,522       225        33      -109       179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      32.0       4.8      47.8      17.6       0.2       0.3       1.9       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       35        25         8        11        18         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   198,572                :
: Positions                                                                                                    :
:  133,779   173,023    40,783     8,061    13,397       817         0     1,056         0         0         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:  -15,887   -14,166       318    -1,527    -1,566    -1,590         0        27         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      87.1      20.5       4.1       6.7       0.4       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        25         4         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   264,870                :
: Positions                                                                                                    :
:  200,502   187,360    34,009    64,871     4,443    14,676        94     5,616         0         0         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:  -17,458   -25,559    -8,720    -2,659    -1,182    -2,117        -4    -3,976         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      70.7      12.8      24.5       1.7       5.5       0.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        27         6        10         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   109,926                :
: Positions                                                                                                    :
:   87,295    47,905     4,800    46,321     6,477     5,860         0     2,371         0         0         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:  -15,378    -9,859      -442    -4,859      -565       157    -1,674    -5,527         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      43.6       4.4      42.1       5.9       5.3       0.0       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        17         .         8         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 1,187,378                :
: Positions                                                                                                    :
:  129,373   170,329   199,508   149,152    79,177   234,652   191,607   290,792    28,370   125,914   144,781 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:    8,366     8,623    -3,999     3,065     7,762    13,109     4,033     7,980    -1,109     8,561     1,891 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      14.3      16.8      12.6       6.7      19.8      16.1      24.5       2.4      10.6      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   352                     :
:       50        41        23        12        27        97        53        83        40        50        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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   106,163                :
: Positions                                                                                                    :
:   14,932    12,645    19,507     3,519    20,466     9,671       300     1,650    16,860    46,593    19,694 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:    1,738     2,472      -236       500     1,851        10         0       200        80    -1,380     3,008 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1      11.9      18.4       3.3      19.3       9.1       0.3       1.6      15.9      43.9      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       10        10         4         4         9         4         .         5         5         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 2,517,569                :
: Positions                                                                                                    :
:  594,149   553,684   255,914   759,593   442,387   248,254    56,107   482,613   268,681     8,735   195,707 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:   11,869    17,414    -3,931    16,440     5,593       572     3,678    -1,336    26,890    -1,709    -9,867 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.6      22.0      10.2      30.2      17.6       9.9       2.2      19.2      10.7       0.3       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   153                     :
:       69        62         4        19        23        17        11        25        17         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,021,282                :
: Positions                                                                                                    :
:  104,154   152,212   273,255   124,490   317,663    50,381    80,597   126,989    18,880    92,298   121,803 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:    2,479        -2     1,846    -5,439     3,041    -5,369    -3,854     4,338     1,455     9,231    11,749 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      14.9      26.8      12.2      31.1       4.9       7.9      12.4       1.8       9.0      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       20        20        15         6        17        13        11        15        11        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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    31,010                :
: Positions                                                                                                    :
:   25,575    25,426     1,078     3,608     1,601     1,800         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:   -2,142    -1,742      -173      -508        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      82.0       3.5      11.6       5.2       5.8       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        27         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     9,375                :
: Positions                                                                                                    :
:    6,471     6,455     1,306       696     1,094         0       600         0       151        75        42 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:       -1       -41       -54         6        29         0         0         0        -5         0        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      68.9      13.9       7.4      11.7       0.0       6.4       0.0       1.6       0.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         4         4         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,409                :
: Positions                                                                                                    :
:    5,840     5,969     4,216     5,153       183         0         0         0       930         0         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:      109        70       -29        10         4         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      52.3      37.0      45.2       1.6       0.0       0.0       0.0       8.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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     5,037                :
: Positions                                                                                                    :
:    4,081     2,536       184     2,174       112         0         0         0       138        25         0 :
:                                                                                                              :
: Changes from:     October 2, 2012                                                                            :
:       61        75         0       104         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      50.3       3.7      43.2       2.2       0.0       0.0       0.0       2.7       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         6         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 12, 2012