```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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 5,192,806                :
: Positions                                                                                                    :
:1,737,258 1,286,400   341,703 1,534,948   661,735   647,160    61,803   867,567   256,078    97,393   659,646 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:   15,795   -32,136   -20,918    12,531    17,523    14,865    11,392    36,907    19,254    36,535     5,645 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      24.8       6.6      29.6      12.7      12.5       1.2      16.7       4.9       1.9      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      110       104        12        24        33        21        13        26        23        15        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   293,240                :
: Positions                                                                                                    :
:  178,629   208,656    67,218    44,811    16,961     4,479       420     5,511         0     4,043     2,577 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:   22,943    15,772     2,828     8,284    -5,770     1,993       415     1,487      -671      -174      -402 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      71.2      22.9      15.3       5.8       1.5       0.1       1.9       0.0       1.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        22         5         .         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   156,135                :
: Positions                                                                                                    :
:  108,065    94,521    14,069    37,446    18,880     6,144         0     2,231     4,173         0       279 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    4,043     2,915     1,925     1,256       466    -1,578         0     1,047       146         0       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      60.5       9.0      24.0      12.1       3.9       0.0       1.4       2.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        23         .         8        10         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   227,478                :
: Positions                                                                                                    :
:  161,620   113,420    16,912    67,047    30,704    10,182     6,235     1,659         0         0         0 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    5,304     7,880     3,418    -1,138       334       428       909      -164         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      49.9       7.4      29.5      13.5       4.5       2.7       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        19         .         9         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   763,935                :
: Positions                                                                                                    :
:  583,413   273,063    62,006   385,197    89,957       834       959    11,180         0        54       493 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:   22,640    18,360    -3,961     5,404    -7,210       834    -2,083      -366    -1,083       -66        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      35.7       8.1      50.4      11.8       0.1       0.1       1.5       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        24         5        12        14         .         .         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   201,247                :
: Positions                                                                                                    :
:  119,754   175,347    61,430     8,467     5,847     3,368     3,198       737       566         0       768 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:   -1,339     2,677     3,557        62         0      -248      -924       428        93         0       245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      87.1      30.5       4.2       2.9       1.7       1.6       0.4       0.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        23         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   206,077                :
: Positions                                                                                                    :
:  159,690   116,549    32,296    76,509     2,707     1,620     1,498     5,346       350         0       685 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:   11,918     3,531       832     4,980      -425    -3,494       -53     1,117      -463         0       163 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      56.6      15.7      37.1       1.3       0.8       0.7       2.6       0.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       25        24         .        11         5         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is    83,175                :
: Positions                                                                                                    :
:   49,115    32,356    20,798    40,596     1,060     6,119         0     1,837       772         0       770 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    1,320     1,662       673        -4         3       864         0      -260       214         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      38.9      25.0      48.8       1.3       7.4       0.0       2.2       0.9       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        19         .         7         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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 1,193,809                :
: Positions                                                                                                    :
:  150,443   177,200   207,263    56,066    91,541   221,816   291,263   239,263    37,472   106,680   179,291 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    7,619     4,803    -3,784       900    -4,033    -3,643     8,641   -23,704    14,376    -4,008     3,995 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      14.8      17.4       4.7       7.7      18.6      24.4      20.0       3.1       8.9      15.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   288                     :
:       39        32        21        11        26        58        58        72        36        39        69 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   181,071                :
: Positions                                                                                                    :
:   30,669    26,852     7,139     8,501    46,106    30,795       250     1,551    28,449    61,239    31,541 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:     -135       415       133      -880     7,436     3,160       250       251       545     3,649     8,116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.9      14.8       3.9       4.7      25.5      17.0       0.1       0.9      15.7      33.8      17.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       11        12         .         7        11         5         .         .         6         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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 2,391,498                :
: Positions                                                                                                    :
:  544,923   488,599   127,010   775,844   410,762   299,657    40,129   395,057   313,253     3,944   254,955 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    1,333     9,408    -2,594   -11,609     2,551     7,418       198    13,275    -5,332     2,297    12,619 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.8      20.4       5.3      32.4      17.2      12.5       1.7      16.5      13.1       0.2      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   141                     :
:       56        51         .        20        23        18         9        25        18         5        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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   926,110                :
: Positions                                                                                                    :
:  164,479   130,474   196,130    87,522   301,244    44,315    82,542   115,542     2,035   110,445    93,157 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    5,818     1,032     6,103     4,538      -899      -344    -6,615     4,075      -429    16,770     1,620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      14.1      21.2       9.5      32.5       4.8       8.9      12.5       0.2      11.9      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       15        16        16         6        18         7        12        11         4        15        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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    28,327                :
: Positions                                                                                                    :
:   24,705    23,220       358     2,832     2,038         0         0         0       438         0         0 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:      675       618         9         0       123         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      82.0       1.3      10.0       7.2       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       28        27         .         5         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     6,965                :
: Positions                                                                                                    :
:    5,086     4,048        10     2,455       110     1,690         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      58.1       0.1      35.2       1.6      24.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     9,052                :
: Positions                                                                                                    :
:    7,376     5,981       854     1,171       456         0         0         0         0       820        40 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:    1,294     1,327        75      -154        46         0         0         0         0       140        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      66.1       9.4      12.9       5.0       0.0       0.0       0.0       0.0       9.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        11         .         .         5         0         0         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 2013          
:                                             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     8,654                :
: Positions                                                                                                    :
:    4,463     4,146     2,954     3,725        18         0         0         0       718       251       127 :
:                                                                                                              :
: Changes from:     February 5, 2013                                                                           :
:      315       435         0         0         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      47.9      34.1      43.0       0.2       0.0       0.0       0.0       8.3       2.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 15, 2013