```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,767,309: 1,610,130  1,225,226    398,220  1,345,937    593,337    468,349     38,812    825,267    198,663     61,113    653,149:   20,194    24,468
Old  : 4,767,309: 1,610,130  1,225,226    398,220  1,345,937    593,337    468,349     38,812    825,267    198,663     61,113    653,149:   20,194    24,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :  -207,191:  -142,661    -62,444    -18,997    -27,586      1,891    -23,623        359    -50,040     57,851    -37,210    -26,834:   -4,778    -5,327
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       25.7        8.4       28.2       12.4        9.8        0.8       17.3        4.2        1.3       13.7:      0.4       0.5
Old  :     100.0:      33.8       25.7        8.4       28.2       12.4        9.8        0.8       17.3        4.2        1.3       13.7:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:       105        101         11         22         29         21          8         25         19         16         31:
Old  :       214:       105        101         11         22         29         21          8         25         19         16         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       23.3       40.6       40.9       16.1       19.5       22.5       27.8
Old  :                 23.7       23.3       40.6       40.9       16.1       19.5       22.5       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   246,024:   141,688    165,558     47,642     34,607     32,544      2,171          0      4,274        504        173        863:   16,338     8,005
Old  :   246,024:   141,688    165,558     47,642     34,607     32,544      2,171          0      4,274        504        173        863:   16,338     8,005
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :     6,516:     1,502      7,231        493        516      2,042      1,017          0       -345          0     -1,172        279:    1,528    -2,035
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       67.3       19.4       14.1       13.2        0.9        0.0        1.7        0.2        0.1        0.4:      6.6       3.3
Old  :     100.0:      57.6       67.3       19.4       14.1       13.2        0.9        0.0        1.7        0.2        0.1        0.4:      6.6       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        23         23          5          4          9          .          0          .          .          .          .:
Old  :        43:        23         23          5          4          9          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       62.9       62.9       76.5       38.4       49.6       49.9       60.9
Old  :                 44.2       62.9       62.9       76.5       38.4       49.6       49.9       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   157,999:   105,148     96,626     18,087     33,010     21,911      4,716          0      2,380      2,001          0        641:    3,115     3,431
Old  :   157,999:   105,148     96,626     18,087     33,010     21,911      4,716          0      2,380      2,001          0        641:    3,115     3,431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :     5,919:     4,317      4,740       -491       -311      1,782      1,097          0       -100         70          0         90:     -846      -282
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.5       61.2       11.4       20.9       13.9        3.0        0.0        1.5        1.3        0.0        0.4:      2.0       2.2
Old  :     100.0:      66.5       61.2       11.4       20.9       13.9        3.0        0.0        1.5        1.3        0.0        0.4:      2.0       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         22          .          8         10          .          0          .          .          0          .:
Old  :        37:        18         22          .          8         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       44.9       76.6       65.3       48.5       41.2       60.3       54.3
Old  :                 53.7       44.9       76.6       65.3       48.5       41.2       60.3       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   220,589:   156,033    107,625     16,407     64,754     30,529      8,030      9,531        763          0      1,620        620:    8,207     5,147
Old  :   220,589:   156,033    107,625     16,407     64,754     30,529      8,030      9,531        763          0      1,620        620:    8,207     5,147
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :     3,861:     2,848      3,904        702        732       -372        856     -1,182        509          0        769       -465:     -217       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       48.8        7.4       29.4       13.8        3.6        4.3        0.3        0.0        0.7        0.3:      3.7       2.3
Old  :     100.0:      70.7       48.8        7.4       29.4       13.8        3.6        4.3        0.3        0.0        0.7        0.3:      3.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        19         21          5          8         10          .          .          .          0          .          .:
Old  :        41:        19         21          5          8         10          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       41.8       76.6       63.4       54.8       33.4       67.9       52.8
Old  :                 58.3       41.8       76.6       63.4       54.8       33.4       67.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   711,912:   541,581    217,826     32,549    367,251    112,619      2,939        671      9,763      1,573          0        587:   10,301     3,195
Old  :   711,912:   541,581    217,826     32,549    367,251    112,619      2,939        671      9,763      1,573          0        587:   10,301     3,195
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :    10,751:     2,566     10,037     10,797      4,275     -3,819       -373          0         90      1,136          0        167:      187         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       30.6        4.6       51.6       15.8        0.4        0.1        1.4        0.2        0.0        0.1:      1.4       0.4
Old  :     100.0:      76.1       30.6        4.6       51.6       15.8        0.4        0.1        1.4        0.2        0.0        0.1:      1.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        33         26          6         13         17          .          .          4          .          0          .:
Old  :        62:        33         26          6         13         17          .          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       44.1       56.0       64.0       24.9       40.8       39.3       54.4
Old  :                 34.7       44.1       56.0       64.0       24.9       40.8       39.3       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   199,113:   124,728    174,999     52,073      6,862      6,921      4,240      1,712      1,668          0          0          0:    9,483     6,951
Old  :   199,113:   124,728    174,999     52,073      6,862      6,921      4,240      1,712      1,668          0          0          0:    9,483     6,951
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :     1,582:     1,089      1,710        -63        620        214        480     -1,122        293       -310          0          0:     -121      -133
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.6       87.9       26.2        3.4        3.5        2.1        0.9        0.8        0.0        0.0        0.0:      4.8       3.5
Old  :     100.0:      62.6       87.9       26.2        3.4        3.5        2.1        0.9        0.8        0.0        0.0        0.0:      4.8       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        23         25          .          .          .          .          .          .          0          0          0:
Old  :        43:        23         25          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       55.7       70.6       75.5       46.8       55.7       59.3       66.4
Old  :                 52.3       55.7       70.6       75.5       46.8       55.7       59.3       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   234,262:   178,695    151,564     32,514     70,170      3,888      7,539        108      5,109          0        831        173:    6,344     2,419
Old  :   234,262:   178,695    151,564     32,514     70,170      3,888      7,539        108      5,109          0        831        173:    6,344     2,419
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :       261:       470       -422       -310        357        248       -377        108        -11          0       -174          0:      241       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       64.7       13.9       30.0        1.7        3.2        0.0        2.2        0.0        0.4        0.1:      2.7       1.0
Old  :     100.0:      76.3       64.7       13.9       30.0        1.7        3.2        0.0        2.2        0.0        0.4        0.1:      2.7       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        26         30          .         11          4          .          .          .          0          .          .:
Old  :        53:        26         30          .         11          4          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       30.3       58.1       50.8       35.9       28.7       50.4       46.4
Old  :                 39.8       30.3       58.1       50.8       35.9       28.7       50.4       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    83,971:    51,534     29,400     18,917     42,537      1,617      5,173          0      1,681      1,333          0         17:    3,699     8,719
Old  :    83,971:    51,534     29,400     18,917     42,537      1,617      5,173          0      1,681      1,333          0         17:    3,699     8,719
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :       235:    -1,913       -619      1,860          0          0       -445          0        682        -31          0         17:       65       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       35.0       22.5       50.7        1.9        6.2        0.0        2.0        1.6        0.0        0.0:      4.4      10.4
Old  :     100.0:      61.4       35.0       22.5       50.7        1.9        6.2        0.0        2.0        1.6        0.0        0.0:      4.4      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        17         15          .          7          5          .          0          .          .          0          .:
Old  :        35:        17         15          .          7          5          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       50.5       73.6       68.8       49.4       47.7       67.0       61.5
Old  :                 51.6       50.5       73.6       68.8       49.4       47.7       67.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,193,706:   139,783    166,333    217,421     51,513    102,797    217,204    306,017    244,086     27,481    102,464    174,917:   70,017    45,579
Old  : 1,193,706:   139,783    166,333    217,421     51,513    102,797    217,204    306,017    244,086     27,481    102,464    174,917:   70,017    45,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :   -12,411:    -2,410       -823      3,582     -3,839       -669        634       -374      3,662    -12,759     -6,569     -1,331:   -3,119    -2,468
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       13.9       18.2        4.3        8.6       18.2       25.6       20.4        2.3        8.6       14.7:      5.9       3.8
Old  :     100.0:      11.7       13.9       18.2        4.3        8.6       18.2       25.6       20.4        2.3        8.6       14.7:      5.9       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       298:        42         36         26          9         28         61         59         77         51         39         66:
Old  :       298:        42         36         26          9         28         61         59         77         51         39         66:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       25.6       29.8       38.8       11.0       16.1       19.2       23.8
Old  :                 18.3       25.6       29.8       38.8       11.0       16.1       19.2       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,313,724:   166,282    155,645     21,590     86,888    634,176     55,281     12,904    169,735     22,568     12,050    239,486:    4,606     2,840
Old  : 1,313,724:   166,282    155,645     21,590     86,888    634,176     55,281     12,904    169,735     22,568     12,050    239,486:    4,606     2,840
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :  -125,794:   -15,196    -10,432      2,236    -13,168    -28,735    -13,310     -7,398    -29,515     -6,365     -2,144    -34,830:      -79       428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       11.8        1.6        6.6       48.3        4.2        1.0       12.9        1.7        0.9       18.2:      0.4       0.2
Old  :     100.0:      12.7       11.8        1.6        6.6       48.3        4.2        1.0       12.9        1.7        0.9       18.2:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        37         30          7         17         22         23         15         28         18         13         26:
Old  :       130:        37         30          7         17         22         23         15         28         18         13         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       39.0       58.6       60.5        3.9        4.2        6.2        6.5
Old  :                 36.7       39.0       58.6       60.5        3.9        4.2        6.2        6.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   132,779:    17,940     16,504     11,552     10,592     28,907     22,501        350        953     24,073     48,419     23,871:    2,983     3,183
Old  :   132,779:    17,940     16,504     11,552     10,592     28,907     22,501        350        953     24,073     48,419     23,871:    2,983     3,183
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :   -17,157:    -6,467     -1,915       -445      1,726     -8,325       -156       -350       -776        109     -7,064       -569:     -529       116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.5       12.4        8.7        8.0       21.8       16.9        0.3        0.7       18.1       36.5       18.0:      2.2       2.4
Old  :     100.0:      13.5       12.4        8.7        8.0       21.8       16.9        0.3        0.7       18.1       36.5       18.0:      2.2       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        11         11          4          6         10          5          .          .          9          6         11:
Old  :        43:        11         11          4          6         10          5          .          .          9          6         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       48.2       60.6       74.4       33.8       36.1       44.3       45.9
Old  :                 42.5       48.2       60.6       74.4       33.8       36.1       44.3       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    49,170:     1,439      6,662        321      3,136      5,321     14,547     11,041     11,820     10,657      5,891      4,659:      406       640
Old  :    49,170:     1,439      6,662        321      3,136      5,321     14,547     11,041     11,820     10,657      5,891      4,659:      406       640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :    -3,882:       -79       -403         -1       -136         81     -2,198     -2,485       -606       -703        -79       -364:      -12       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.9       13.5        0.7        6.4       10.8       29.6       22.5       24.0       21.7       12.0        9.5:      0.8       1.3
Old  :     100.0:       2.9       13.5        0.7        6.4       10.8       29.6       22.5       24.0       21.7       12.0        9.5:      0.8       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:         7         10          .          4          4          4          8          7          4          .          5:
Old  :        35:         7         10          .          4          4          4          8          7          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       47.2       87.1       67.4       48.9       29.6       52.3       40.9
Old  :                 73.7       47.2       87.1       67.4       48.9       29.6       52.3       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,264,650:   544,644    482,098    178,469    737,541    362,161    217,155     26,855    433,380    293,297      5,374    193,159:   42,385    24,082
Old  : 2,264,650:   544,644    482,098    178,469    737,541    362,161    217,155     26,855    433,380    293,297      5,374    193,159:   42,385    24,082
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :  -177,309:   -45,918    -71,483      3,683    -45,437    -29,790     -2,324      4,393    -32,349    -62,219      5,311     -9,616:    1,224     1,662
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       21.3        7.9       32.6       16.0        9.6        1.2       19.1       13.0        0.2        8.5:      1.9       1.1
Old  :     100.0:      24.0       21.3        7.9       32.6       16.0        9.6        1.2       19.1       13.0        0.2        8.5:      1.9       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        59         53          4         18         22         18          6         22         16          4         15:
Old  :       136:        59         53          4         18         22         18          6         22         16          4         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       26.9       38.2       45.1       12.9       18.9       21.9       28.3
Old  :                 24.1       26.9       38.2       45.1       12.9       18.9       21.9       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   838,183:   108,537    124,171    199,224     81,631    297,485     25,244     65,628    102,451     10,249     74,075     85,790:    9,203     6,952
Old  :   838,183:   108,537    124,171    199,224     81,631    297,485     25,244     65,628    102,451     10,249     74,075     85,790:    9,203     6,952
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :  -132,499:     2,264    -19,967    -78,513    -16,645      8,077    -45,500    -44,128     -6,668     -6,273    -44,229    -11,554:    5,668     2,615
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       14.8       23.8        9.7       35.5        3.0        7.8       12.2        1.2        8.8       10.2:      1.1       0.8
Old  :     100.0:      12.9       14.8       23.8        9.7       35.5        3.0        7.8       12.2        1.2        8.8       10.2:      1.1       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        14         15         14          6         17          6         10          9          7         14         15:
Old  :        73:        14         15         14          6         17          6         10          9          7         14         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       34.0       58.9       59.3       16.9       19.1       23.5       26.0
Old  :                 38.2       34.0       58.9       59.3       16.9       19.1       23.5       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    32,654:    28,274     27,205        753      3,343      1,757        720          0          0        375          0         63:      712       286
Old  :    32,654:    28,274     27,205        753      3,343      1,757        720          0          0        375          0         63:      712       286
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :        24:         0         30          0          0          0          0          0          0          0          0          0:       24        -6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       83.3        2.3       10.2        5.4        2.2        0.0        0.0        1.1        0.0        0.2:      2.2       0.9
Old  :     100.0:      86.6       83.3        2.3       10.2        5.4        2.2        0.0        0.0        1.1        0.0        0.2:      2.2       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        29         25          .          8          6          .          0          0          .          0          .:
Old  :        43:        29         25          .          8          6          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       55.1       64.1       73.2       40.4       44.1       48.9       52.7
Old  :                 44.4       55.1       64.1       73.2       40.4       44.1       48.9       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,596:     4,295      2,968          0      3,198        156      1,710          0          0          0          0          0:      435       274
Old  :     6,596:     4,295      2,968          0      3,198        156      1,710          0          0          0          0          0:      435       274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :         0:         0        -30          0          0          0          0          0          0          0          0          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       45.0        0.0       48.5        2.4       25.9        0.0        0.0        0.0        0.0        0.0:      6.6       4.2
Old  :     100.0:      65.1       45.0        0.0       48.5        2.4       25.9        0.0        0.0        0.0        0.0        0.0:      6.6       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          0          6          .          .          0          0          0          0          0:
Old  :        22:        11         11          0          6          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       51.7       87.0       78.1       58.2       44.5       63.7       58.2
Old  :                 64.9       51.7       87.0       78.1       58.2       44.5       63.7       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,517:     4,785      3,627        583        716        721          0        360          0        122        650         41:      265       402
Old  :     6,517:     4,785      3,627        583        716        721          0        360          0        122        650         41:      265       402
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :        60:       105        117          0          0          0          0          0          0          0          0          0:      -45       -57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       55.7        8.9       11.0       11.1        0.0        5.5        0.0        1.9       10.0        0.6:      4.1       6.2
Old  :     100.0:      73.4       55.7        8.9       11.0       11.1        0.0        5.5        0.0        1.9       10.0        0.6:      4.1       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         19          4          .          5          0          .          0          .          .          .:
Old  :        34:        18         19          4          .          5          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       42.8       64.3       62.8       45.4       39.5       59.4       55.9
Old  :                 48.1       42.8       64.3       62.8       45.4       39.5       59.4       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,783:     5,128      4,733      3,238      4,524        132          0          0          0        795          0          0:      490       394
Old  :     9,783:     5,128      4,733      3,238      4,524        132          0          0          0        795          0          0:      490       394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.4       48.4       33.1       46.2        1.3        0.0        0.0        0.0        8.1        0.0        0.0:      5.0       4.0
Old  :     100.0:      52.4       48.4       33.1       46.2        1.3        0.0        0.0        0.0        8.1        0.0        0.0:      5.0       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         13          .          7          .          0          0          0          .          0          0:
Old  :        30:        15         13          .          7          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       49.2       78.3       74.3       55.2       47.1       68.8       65.3
Old  :                 55.2       49.2       78.3       74.3       55.2       47.1       68.8       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     4,448:     3,565      2,167        310      1,994         38          0          0          0        104          0          0:      431       249
Old  :     4,448:     3,565      2,167        310      1,994         38          0          0          0        104          0          0:      431       249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2012                                                                :
     :        84:         2          2         36          0         -9          0          0          0          0          0          0:       55        91
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       48.7        7.0       44.8        0.9        0.0        0.0        0.0        2.3        0.0        0.0:      9.7       5.6
Old  :     100.0:      80.1       48.7        7.0       44.8        0.9        0.0        0.0        0.0        2.3        0.0        0.0:      9.7       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         10          .          5          .          0          0          0          .          0          0:
Old  :        21:        12         10          .          5          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       58.9       83.7       83.5       70.1       58.4       78.6       80.5
Old  :                 71.7       58.9       83.7       83.5       70.1       58.4       78.6       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 4, 2013