```
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 6,428,752                :
: Positions                                                                                                    :
:1,911,690 1,530,659   273,953 2,044,688   694,221 1,060,269    13,172 1,189,472   399,554    59,570   878,280 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
: -138,809   -10,312    34,051   -76,094   -10,573    -4,164     6,942   -51,105    20,497    -5,438    -4,434 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      23.8       4.3      31.8      10.8      16.5       0.2      18.5       6.2       0.9      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      112       104         9        25        29        26         6        26        28        13        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   288,668                :
: Positions                                                                                                    :
:  154,308   190,372    44,234    55,984    26,944    40,077     2,443     4,356     3,640     2,172     2,419 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:   -8,502    -8,494       269    -1,550     5,717      -559     2,443       -79       820       920       757 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      65.9      15.3      19.4       9.3      13.9       0.8       1.5       1.3       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       27        27         7         .         7         5         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   188,218                :
: Positions                                                                                                    :
:  117,955   114,321    35,111    47,030    21,408     4,508         0     1,644       684         0     1,841 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:    1,993     1,040      -289     1,646      -271     1,276         0    -1,017       -84         0      -136 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      60.7      18.7      25.0      11.4       2.4       0.0       0.9       0.4       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        22         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   238,192                :
: Positions                                                                                                    :
:  157,096   141,359    16,641    52,132    31,847    20,053         0     3,624         0     2,482       894 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:    5,898     3,783      -310      -819     1,129    -1,790         0      -219      -251       432      -801 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      59.3       7.0      21.9      13.4       8.4       0.0       1.5       0.0       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        17         4         8         8         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   819,663                :
: Positions                                                                                                    :
:  670,079   257,890     8,081   429,355   115,030     2,353     3,028     8,832     1,461       339     1,240 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:    9,382     2,693      -311     5,738     4,070      -267      -212     1,606       150       339       -92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      31.5       1.0      52.4      14.0       0.3       0.4       1.1       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        21         4        13        14         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   243,092                :
: Positions                                                                                                    :
:  140,349   204,807    77,985    14,099     4,894     5,030     5,023     1,651     1,385         1     1,240 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:     -138     3,225     1,250       -93       -60       422       478       133        99      -351      -273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      84.3      32.1       5.8       2.0       2.1       2.1       0.7       0.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        23         .         5         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   240,125                :
: Positions                                                                                                    :
:  186,398   143,342    22,496    80,466     3,362    17,545     3,767     2,681       110         0     1,886 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:    3,340     6,739        61       812       397     3,591      -919      -705       110      -360       771 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      59.7       9.4      33.5       1.4       7.3       1.6       1.1       0.0       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        28         .        12         6         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   117,463                :
: Positions                                                                                                    :
:   61,146    44,600    31,492    49,608     2,021     9,972     3,813     4,711     1,720         0     2,313 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:    1,000     1,026     1,294       688        62       851       314       861      -182         0       122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      38.0      26.8      42.2       1.7       8.5       3.2       4.0       1.5       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        17         .         6         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 1,559,802                :
: Positions                                                                                                    :
:  183,321   281,410   195,000    80,271   124,082   340,216   243,367   363,436    23,790   176,198   250,335 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:   -4,212    -7,218     3,439     5,371    -6,648     2,661   -12,097       742    -3,856     9,990    -2,065 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      18.0      12.5       5.1       8.0      21.8      15.6      23.3       1.5      11.3      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   343                     :
:       41        38        18        19        31       112        35        71        36        50        71 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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   346,644                :
: Positions                                                                                                    :
:   66,032    53,618     5,273    32,005    86,261    36,405    10,300    10,575    62,770    76,670    73,637 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:   -3,872    -3,644       770    -1,366    -2,084    -7,368       901       560     3,625    -3,724    -4,654 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      15.5       1.5       9.2      24.9      10.5       3.0       3.1      18.1      22.1      21.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       14        17         4         9        13         5         .         5         9        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 2,837,415                :
: Positions                                                                                                    :
:  434,805   478,147    55,464   923,448   507,501   390,774    34,790   596,630   555,924    15,419   261,469 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:  -54,305   -27,118    -2,244    29,228   -24,729     7,279   -22,430   -27,042    26,682    -2,290   -27,831 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      16.9       2.0      32.5      17.9      13.8       1.2      21.0      19.6       0.5       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       59        56         .        24        25        22         6        28        20         7        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 1,036,518                :
: Positions                                                                                                    :
:  193,127    97,745   208,709   168,815   326,573    46,703    29,616   135,746     4,273   155,934   115,571 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:   -8,001   -17,167     3,203   -41,163   -18,851   -20,114   -17,529        -7   -12,998    37,549   -30,004 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6       9.4      20.1      16.3      31.5       4.5       2.9      13.1       0.4      15.0      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       16        16        19         4        22         8         9        13         5        16        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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    28,114                :
: Positions                                                                                                    :
:   25,478    22,744       340     3,526     1,538         0         0       120         0         0         0 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:       87       178        45        50        35         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      80.9       1.2      12.5       5.5       0.0       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       32        29         .         5         4         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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     6,201                :
: Positions                                                                                                    :
:    4,976     4,011        20     1,471       180       895         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:     -155      -230         5         0         0       -80         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      64.7       0.3      23.7       2.9      14.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        12         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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    13,361                :
: Positions                                                                                                    :
:   11,222     9,535       674     1,862       695         0         0         0       385       740        30 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:      353       112         4       114       -14         0         0         0         0       185       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      71.4       5.0      13.9       5.2       0.0       0.0       0.0       2.9       5.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         4         .         5         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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     9,737                :
: Positions                                                                                                    :
:    4,581     4,991     3,084     3,692       219         0         0         0     1,125        78       277 :
:                                                                                                              :
: Changes from:     April 23, 2013                                                                             :
:       -7        53        16        15         0         0         0         0         0        23       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.0      51.3      31.7      37.9       2.2       0.0       0.0       0.0      11.6       0.8       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated May 3, 2013