```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,212,169                :
: Positions                                                                                                    :
:1,823,091 1,377,992   515,330 1,516,965   609,621   439,745    43,802   937,536   224,210    63,408   652,874 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:   78,241    73,917   -33,667    77,134    18,533    22,319       801    -2,358    77,508    -7,977   -41,746 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      26.4       9.9      29.1      11.7       8.4       0.8      18.0       4.3       1.2      12.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      110       106        11        21        28        24         8        29        25        15        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   246,077                :
: Positions                                                                                                    :
:  149,755   171,358    44,244    35,230    30,264     1,090       343     2,747     1,417       543       975 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:      251     2,832      -583    -3,937     1,413    -1,838       126       620       955      -736       488 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      69.6      18.0      14.3      12.3       0.4       0.1       1.1       0.6       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        30         5         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   142,998                :
: Positions                                                                                                    :
:   91,741    71,748    17,137    36,685    27,610     1,337       523     3,140        86         0       224 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:   10,305    13,165     4,941     3,071    -1,119        68      -170       329      -121         0        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      50.2      12.0      25.7      19.3       0.9       0.4       2.2       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        21         .         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   226,755                :
: Positions                                                                                                    :
:  163,313    97,555    16,160    75,549    33,354     5,217    13,871       447       602         0       217 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:    5,253     4,268      -692    -5,220       376        31     5,755    -1,609       180         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      43.0       7.1      33.3      14.7       2.3       6.1       0.2       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        21         4         9        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   707,763                :
: Positions                                                                                                    :
:  555,300   221,788    12,053   351,264   119,441     1,870        22    10,934        79         0       448 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:    9,534     2,431      -703     7,800     2,130       340      -306     1,002        79       -95       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      31.3       1.7      49.6      16.9       0.3       0.0       1.5       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        25         6        13        17         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   201,097                :
: Positions                                                                                                    :
:  131,015   169,980    47,556     5,489    11,337     2,140     3,477     1,602     1,159         0         0 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:     -383    -1,407    -1,362      -369     1,362     2,140     1,676      -397       279         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      84.5      23.6       2.7       5.6       1.1       1.7       0.8       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        25         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   259,592                :
: Positions                                                                                                    :
:  199,742   173,966    35,164    70,552     5,771     6,937       299     5,301         0       732         0 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:   -4,544    -5,206       302     1,579       -90       -24       -60      -149         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      67.0      13.5      27.2       2.2       2.7       0.1       2.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        26         5        11         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   101,472                :
: Positions                                                                                                    :
:   76,691    38,663     6,917    41,264     9,040       864         0     4,325         0     1,982        62 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:    5,752     2,427     1,766      -242    -1,511    -4,600         0     3,372         0     1,111      -354 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      38.1       6.8      40.7       8.9       0.9       0.0       4.3       0.0       2.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        17         5         8         8         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 1,156,533                :
: Positions                                                                                                    :
:  112,420   153,869   202,826   117,373    81,643   223,470   211,397   273,137    20,129   113,879   162,907 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:   -1,531      -183       981    -3,942    -6,028    15,204       548     8,816    -2,925    15,641   -12,166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7      13.3      17.5      10.1       7.1      19.3      18.3      23.6       1.7       9.8      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   295                     :
:       45        40        25        10        25        78        43        66        34        44        55 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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   123,362                :
: Positions                                                                                                    :
:   18,013    15,327    17,412     6,858    24,135     9,903     6,850     1,582    22,539    40,071    26,860 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:      301       919      -134       175     2,759     1,067         0       582       341       326     1,737 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.6      12.4      14.1       5.6      19.6       8.0       5.6       1.3      18.3      32.5      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       12        12         4         7        11         4         4         5         7         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 2,549,726                :
: Positions                                                                                                    :
:  592,625   562,835   213,328   803,209   423,246   281,494    54,203   489,675   322,925     1,242   195,948 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:    2,077    -1,044       764    27,255   -15,892    15,146     3,437   -11,388    12,468      -627    -1,588 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      22.1       8.4      31.5      16.6      11.0       2.1      19.2      12.7       0.0       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   153                     :
:       68        62         6        18        24        18         9        25        20         4        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,019,932                :
: Positions                                                                                                    :
:   95,823   149,799   299,282   111,975   284,853    79,710    95,342   127,485    23,169   141,748   103,329 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:   -1,199     2,816      -778    -6,589    12,944     1,900     7,939     8,825     4,838     1,894      -455 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.4      14.7      29.3      11.0      27.9       7.8       9.3      12.5       2.3      13.9      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       17        19        16         7        18         8        15        16        10        13        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    31,924                :
: Positions                                                                                                    :
:   26,571    26,684     1,205     3,212     1,423     1,800         0         0       375       232         0 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:       65       224        84      -307      -133         0         0         0         0       232         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      83.6       3.8      10.1       4.5       5.6       0.0       0.0       1.2       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        27         .         7         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,430                :
: Positions                                                                                                    :
:    5,714     5,323       835       576     1,135         0       600         0       392       350        66 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:       91        65      -291         0        -7         0         0         0       275         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      63.1       9.9       6.8      13.5       0.0       7.1       0.0       4.7       4.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        18         4         .         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,349                :
: Positions                                                                                                    :
:    5,253     4,817     2,974     4,865       171         0         0         0     1,416         0        60 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:        0        10      -571         0         0         0         0         0       566         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      46.5      28.7      47.0       1.7       0.0       0.0       0.0      13.7       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        11         .         7         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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     4,753                :
: Positions                                                                                                    :
:    3,794     2,490        55     2,002        86         0         0         0       387         0         0 :
:                                                                                                              :
: Changes from:     November 13, 2012                                                                          :
:       30        50      -249         0         0         0         0         0       249       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      52.4       1.2      42.1       1.8       0.0       0.0       0.0       8.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 26, 2012