```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 4,974,500                :
: Positions                                                                                                    :
:1,752,791 1,287,670   417,217 1,373,523   591,446   491,972    38,453   875,307   140,812    98,323   679,983 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    8,433    33,922   -36,067   -12,917    13,521    32,787   -31,076   -17,060   -21,700    -7,606    12,248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      25.9       8.4      27.6      11.9       9.9       0.8      17.6       2.8       2.0      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      109       107        11        22        30        22         8        25        15        25        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   239,508                :
: Positions                                                                                                    :
:  140,186   158,327    47,149    34,091    30,502     1,154         0     4,619       504     1,345       584 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:     -679    -1,757      -800    -2,498       564      -782         0       689    -1,224     1,345      -213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      66.1      19.7      14.2      12.7       0.5       0.0       1.9       0.2       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        24         5         4         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   152,080                :
: Positions                                                                                                    :
:  100,831    91,886    18,578    33,321    20,129     3,619         0     2,480     1,931         0       551 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    1,255    -3,150    -4,567       -94      -297       513         0      -712      -288         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      60.4      12.2      21.9      13.2       2.4       0.0       1.6       1.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        20         .         8        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   216,728                :
: Positions                                                                                                    :
:  153,185   103,721    15,705    64,022    30,901     7,174    10,713       254         0       851     1,085 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      824      -590      -511      -126       581       856       736      -313       -86        81      -131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      47.9       7.2      29.5      14.3       3.3       4.9       0.1       0.0       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        21         5         8        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   701,161                :
: Positions                                                                                                    :
:  539,015   207,789    21,752   362,976   116,438     3,312       671     9,673       437         0       420 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    5,145     6,934     6,882     6,006    -2,797       320      -277        73       414       -54      -198 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      29.6       3.1      51.8      16.6       0.5       0.1       1.4       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       34        27         7        12        17         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   197,531                :
: Positions                                                                                                    :
:  123,639   173,289    52,136     6,242     6,707     3,760     2,834     1,375       310         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    4,296     5,313        62       403         0         0      -920       446         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      87.7      26.4       3.2       3.4       1.9       1.4       0.7       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        25         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   234,001                :
: Positions                                                                                                    :
:  178,225   151,986    32,824    69,813     3,640     7,916         0     5,120         0     1,005       173 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    1,087     1,217      -437       963       -92       680         0      -364         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      65.0      14.0      29.8       1.6       3.4       0.0       2.2       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       26        29         .        11         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    83,736                :
: Positions                                                                                                    :
:   53,447    30,019    17,057    42,537     1,617     5,618         0       999     1,364         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      -89     1,482     3,710     1,089       396     1,231         0      -320       -62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      35.8      20.4      50.8       1.9       6.7       0.0       1.2       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        14         .         7         5         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 1,164,624                :
: Positions                                                                                                    :
:  138,759   166,100   214,421    55,489   101,441   213,194   305,616   233,802    38,233    99,295   157,308 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    7,642       162     2,368    -9,335    -1,765       795    27,385    -9,671       971    -8,559        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      14.3      18.4       4.8       8.7      18.3      26.2      20.1       3.3       8.5      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   290                     :
:       48        33        26        11        31        58        62        73        35        38        49 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   149,056                :
: Positions                                                                                                    :
:   24,407    18,401    12,178     8,852    37,051    22,657       700     1,729    23,458    55,432    24,419 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:     -155       925     1,400       152       827      -126         0       126       972       949    -1,268 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.4      12.3       8.2       5.9      24.9      15.2       0.5       1.2      15.7      37.2      16.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       13        15         4         8        11         4         .         5         8         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 2,441,959                :
: Positions                                                                                                    :
:  590,562   553,581   174,786   782,978   391,951   219,479    22,462   465,729   355,516        63   202,775 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    8,626       687    -4,277       971     1,941    -1,246    -4,499    -1,330   -10,303      -533    -1,309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.2      22.7       7.2      32.1      16.1       9.0       0.9      19.1      14.6       0.0       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   145                     :
:       62        55         4        18        23        20         5        24        22         .        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   970,682                :
: Positions                                                                                                    :
:  106,273   144,138   277,737    98,276   289,408    70,744   109,756   109,119    16,522   118,304    97,344 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    4,467     5,455    -2,395       513     3,436        98     3,338     7,698    -1,891    -9,335     3,311 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      14.8      28.6      10.1      29.8       7.3      11.3      11.2       1.7      12.2      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       18        19        15         7        19         9        13        13        10        14        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    32,630                :
: Positions                                                                                                    :
:   28,274    27,175       753     3,343     1,757       720         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      321       311        17       -93        51      -180         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      83.3       2.3      10.2       5.4       2.2       0.0       0.0       1.1       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 24, 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     6,596                :
: Positions                                                                                                    :
:    4,295     2,998         0     3,198       156     1,710         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:       30       -30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      45.5       0.0      48.5       2.4      25.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         0         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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     6,457                :
: Positions                                                                                                    :
:    4,680     3,510       583       716       721         0       360         0       122       650        41 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      -52       208       149       -31       -32         0         0         0        30       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      54.4       9.0      11.1      11.2       0.0       5.6       0.0       1.9      10.1       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 24, 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     9,783                :
: Positions                                                                                                    :
:    5,128     4,733     3,238     4,524       132         0         0         0       795         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:       60        70         0       -10         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      48.4      33.1      46.2       1.3       0.0       0.0       0.0       8.1       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 24, 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 18, 2012                                                                          :
:        0         0         0         0         0         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 28, 2012