```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,064,419: 1,794,012  1,292,778    360,488  1,528,602    633,941    565,950     48,367    823,118    219,579     67,419    651,397:   15,934    18,797
Old  : 5,064,419: 1,794,012  1,292,778    360,488  1,528,602    633,941    565,950     48,367    823,118    219,579     67,419    651,397:   15,934    18,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :   183,362:    23,783     42,645    -27,287     70,692     26,613     39,639      4,985     74,549     71,305     -8,670    -23,686:   -1,554    -3,766
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       25.5        7.1       30.2       12.5       11.2        1.0       16.3        4.3        1.3       12.9:      0.3       0.4
Old  :     100.0:      35.4       25.5        7.1       30.2       12.5       11.2        1.0       16.3        4.3        1.3       12.9:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       231:       110        105         14         23         32         16         15         26         25         17         36:
Old  :       231:       110        105         14         23         32         16         15         26         25         17         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       23.7       37.9       40.4       15.7       20.7       20.9       29.1
Old  :                 21.6       23.7       37.9       40.4       15.7       20.7       20.9       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   268,268:   154,848    184,281     58,379     34,105     25,804      2,685      3,980      3,638        738      2,761      2,642:   19,534    11,057
Old  :   268,268:   154,848    184,281     58,379     34,105     25,804      2,685      3,980      3,638        738      2,761      2,642:   19,534    11,057
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :    10,372:     3,631      9,272      3,323     -4,079      3,407      1,444      1,624         24        120       -109         44:   -1,621       189
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       68.7       21.8       12.7        9.6        1.0        1.5        1.4        0.3        1.0        1.0:      7.3       4.1
Old  :     100.0:      57.7       68.7       21.8       12.7        9.6        1.0        1.5        1.4        0.3        1.0        1.0:      7.3       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        24         23          6          .          7          .          .          .          .          4          5:
Old  :        46:        24         23          6          .          7          .          .          .          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       59.2       58.0       75.0       31.5       42.4       42.4       52.1
Old  :                 38.7       59.2       58.0       75.0       31.5       42.4       42.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   158,335:   106,688     99,907     17,618     31,568     22,542      5,205          0      2,339        908          0        693:    2,342     1,286
Old  :   158,335:   106,688     99,907     17,618     31,568     22,542      5,205          0      2,339        908          0        693:    2,342     1,286
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :     5,275:     4,201      2,799     -4,262        973      1,150      3,378       -280     -1,016        -34          0        478:    1,380     1,171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       63.1       11.1       19.9       14.2        3.3        0.0        1.5        0.6        0.0        0.4:      1.5       0.8
Old  :     100.0:      67.4       63.1       11.1       19.9       14.2        3.3        0.0        1.5        0.6        0.0        0.4:      1.5       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        19         24          .          9         10          .          0          .          .          0          .:
Old  :        42:        19         24          .          9         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       43.8       70.1       63.3       42.0       39.1       55.5       51.4
Old  :                 48.5       43.8       70.1       63.3       42.0       39.1       55.5       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   227,867:   164,852    111,928     14,781     70,028     30,319      9,872      6,958      1,709          0          0          0:    6,334     6,925
Old  :   227,867:   164,852    111,928     14,781     70,028     30,319      9,872      6,958      1,709          0          0          0:    6,334     6,925
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :     6,682:     4,395      5,036        222       -497        578        530       -462        699       -222          0       -310:      790     1,638
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       49.1        6.5       30.7       13.3        4.3        3.1        0.7        0.0        0.0        0.0:      2.8       3.0
Old  :     100.0:      72.3       49.1        6.5       30.7       13.3        4.3        3.1        0.7        0.0        0.0        0.0:      2.8       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         19          4          9          9          .          .          .          0          0          0:
Old  :        39:        19         19          4          9          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       48.7       76.0       67.7       52.9       41.4       67.4       58.1
Old  :                 56.5       48.7       76.0       67.7       52.9       41.4       67.4       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   725,999:   545,434    239,063     62,172    374,806     96,497        214      1,647     10,959        671          0        248:    9,804     2,779
Old  :   725,999:   545,434    239,063     62,172    374,806     96,497        214      1,647     10,959        671          0        248:    9,804     2,779
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :    23,304:    24,771      9,349        358     11,479      2,607     -3,466       -347      1,289     -1,251          0         93:   -1,097    -1,166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       32.9        8.6       51.6       13.3        0.0        0.2        1.5        0.1        0.0        0.0:      1.4       0.4
Old  :     100.0:      75.1       32.9        8.6       51.6       13.3        0.0        0.2        1.5        0.1        0.0        0.0:      1.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        33         24          6         13         16          .          .          5          .          0          .:
Old  :        61:        33         24          6         13         16          .          .          5          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       46.6       57.1       63.6       28.9       39.7       44.5       54.4
Old  :                 35.4       46.6       57.1       63.6       28.9       39.7       44.5       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   193,941:   117,848    169,838     55,447      5,955      6,705      4,058      2,746      1,490          0          0          0:    8,393     7,207
Old  :   193,941:   117,848    169,838     55,447      5,955      6,705      4,058      2,746      1,490          0          0          0:    8,393     7,207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :     4,370:     2,022      5,230      1,587       -830        -66        856     -1,508        840       -466          0          0:     -403       704
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.8       87.6       28.6        3.1        3.5        2.1        1.4        0.8        0.0        0.0        0.0:      4.3       3.7
Old  :     100.0:      60.8       87.6       28.6        3.1        3.5        2.1        1.4        0.8        0.0        0.0        0.0:      4.3       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        21         25          4          .          .          .          .          .          0          0          0:
Old  :        43:        21         25          4          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       56.0       72.1       76.4       53.5       56.0       66.6       71.1
Old  :                 57.2       56.0       72.1       76.4       53.5       56.0       66.6       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   211,946:   157,940    130,527     32,385     70,024      3,312      7,228          0      4,633        695          0        210:    5,543     3,240
Old  :   211,946:   157,940    130,527     32,385     70,024      3,312      7,228          0      4,633        695          0        210:    5,543     3,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :     1,727:        29      1,775        550      1,144          0        858          0       -189        695          0        210:     -426    -1,213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       61.6       15.3       33.0        1.6        3.4        0.0        2.2        0.3        0.0        0.1:      2.6       1.5
Old  :     100.0:      74.5       61.6       15.3       33.0        1.6        3.4        0.0        2.2        0.3        0.0        0.1:      2.6       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        26         28          .         11          4          .          0          .          .          0          .:
Old  :        53:        26         28          .         11          4          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       27.2       58.3       48.7       34.3       25.9       50.4       43.7
Old  :                 38.0       27.2       58.3       48.7       34.3       25.9       50.4       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    88,552:    57,368     34,300     17,575     41,564      2,314      2,061          0      3,153        976          0        480:    4,625     6,741
Old  :    88,552:    57,368     34,300     17,575     41,564      2,314      2,061          0      3,153        976          0        480:    4,625     6,741
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :     2,507:     1,932      1,772        428       -115       -182       -560          0      1,004          0          0          0:     -115        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       38.7       19.8       46.9        2.6        2.3        0.0        3.6        1.1        0.0        0.5:      5.2       7.6
Old  :     100.0:      64.8       38.7       19.8       46.9        2.6        2.3        0.0        3.6        1.1        0.0        0.5:      5.2       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         16          .          7          5          .          0          .          .          0          .:
Old  :        34:        18         16          .          7          5          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       49.9       76.4       66.8       52.2       47.3       64.1       60.5
Old  :                 55.7       49.9       76.4       66.8       52.2       47.3       64.1       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,174,981:   130,734    157,064    210,785     50,774    102,712    223,542    284,287    261,706     19,443    108,144    167,277:   58,782    43,017
Old  : 1,174,981:   130,734    157,064    210,785     50,774    102,712    223,542    284,287    261,706     19,443    108,144    167,277:   58,782    43,017
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :       201:    -1,682        878     -2,604      1,240     -5,539      3,709    -18,250     13,570     -4,680     14,428       -579:   -1,994    -5,547
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.1       13.4       17.9        4.3        8.7       19.0       24.2       22.3        1.7        9.2       14.2:      5.0       3.7
Old  :     100.0:      11.1       13.4       17.9        4.3        8.7       19.0       24.2       22.3        1.7        9.2       14.2:      5.0       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        45         37         22         14         29         62         57         74         44         39         60:
Old  :       300:        45         37         22         14         29         62         57         74         44         39         60:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       23.9       28.3       36.5       11.3       14.9       19.5       22.4
Old  :                 16.6       23.9       28.3       36.5       11.3       14.9       19.5       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   156,932:    24,710     22,743      4,542     13,076     38,552     27,919          0      1,401     25,454     48,454     29,654:    4,700     3,052
Old  :   156,932:    24,710     22,743      4,542     13,076     38,552     27,919          0      1,401     25,454     48,454     29,654:    4,700     3,052
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :     9,080:     2,034      1,411     -2,289      1,753        923      5,118       -350        348        796      4,295        482:    1,668       218
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       14.5        2.9        8.3       24.6       17.8        0.0        0.9       16.2       30.9       18.9:      3.0       1.9
Old  :     100.0:      15.7       14.5        2.9        8.3       24.6       17.8        0.0        0.9       16.2       30.9       18.9:      3.0       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        12         13          .          7         10          6          0          .          8          8         12:
Old  :        46:        12         13          .          7         10          6          0          .          8          8         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       46.5       54.2       71.6       26.9       31.1       36.1       39.0
Old  :                 35.1       46.5       54.2       71.6       26.9       31.1       36.1       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,348,650:   561,416    500,923    155,901    771,219    400,536    263,066     30,784    395,173    308,739      3,631    222,179:   41,640    24,205
Old  : 2,348,650:   561,416    500,923    155,901    771,219    400,536    263,066     30,784    395,173    308,739      3,631    222,179:   41,640    24,205
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :    16,821:    -2,066      7,212    -13,215     18,514     17,711     41,086       -691    -38,317     -2,655     -1,686     13,394:      883       684
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.9       21.3        6.6       32.8       17.1       11.2        1.3       16.8       13.1        0.2        9.5:      1.8       1.0
Old  :     100.0:      23.9       21.3        6.6       32.8       17.1       11.2        1.3       16.8       13.1        0.2        9.5:      1.8       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        60         55          .         19         22         18          7         23         19          5         20:
Old  :       143:        60         55          .         19         22         18          7         23         19          5         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       24.9       38.1       43.7       14.3       19.1       23.0       28.6
Old  :                 23.9       24.9       38.1       43.7       14.3       19.1       23.0       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   934,443:   125,900    143,078    237,567     99,870    293,709     47,017     76,522    118,626      9,914    103,632     92,472:    9,238     6,534
Old  :   934,443:   125,900    143,078    237,567     99,870    293,709     47,017     76,522    118,626      9,914    103,632     92,472:    9,238     6,534
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :    48,031:     7,899      9,919     29,214      9,820     -2,997      3,700     -3,448      7,735      1,605     25,683      1,358:     -483       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.5       15.3       25.4       10.7       31.4        5.0        8.2       12.7        1.1       11.1        9.9:      1.0       0.7
Old  :     100.0:      13.5       15.3       25.4       10.7       31.4        5.0        8.2       12.7        1.1       11.1        9.9:      1.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        78:        14         15         14          7         18          8         11         12          8         14         17:
Old  :        78:        14         15         14          7         18          8         11         12          8         14         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       33.2       59.7       57.8       18.3       20.2       25.6       27.4
Old  :                 39.0       33.2       59.7       57.8       18.3       20.2       25.6       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    30,547:    26,840     25,246        558      2,896      1,972        195          0          0        375          0         63:      544       370
Old  :    30,547:    26,840     25,246        558      2,896      1,972        195          0          0        375          0         63:      544       370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :       423:       515        495        -13       -116         86       -110          0          0          0          0          0:      -55       -42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       82.6        1.8        9.5        6.5        0.6        0.0        0.0        1.2        0.0        0.2:      1.8       1.2
Old  :     100.0:      87.9       82.6        1.8        9.5        6.5        0.6        0.0        0.0        1.2        0.0        0.2:      1.8       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        30         27          .          5          6          .          0          0          .          0          .:
Old  :        42:        30         27          .          5          6          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       49.1       64.7       70.3       41.2       41.1       49.2       51.6
Old  :                 46.0       49.1       64.7       70.3       41.2       41.1       49.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,467:     5,718      4,722        846        682        507          0        140          0         13        940         45:      338       431
Old  :     7,467:     5,718      4,722        846        682        507          0        140          0         13        940         45:      338       431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :        97:        25         25        133        108        -36          0          0          0          0         25          0:      -25       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       63.2       11.3        9.1        6.8        0.0        1.9        0.0        0.2       12.6        0.6:      4.5       5.8
Old  :     100.0:      76.6       63.2       11.3        9.1        6.8        0.0        1.9        0.0        0.2       12.6        0.6:      4.5       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         13          4          .          5          0          .          0          .          .          .:
Old  :        30:        15         13          4          .          5          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       53.0       73.9       73.6       45.3       41.8       60.1       56.7
Old  :                 54.4       53.0       73.9       73.6       45.3       41.8       60.1       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,105:     4,619      4,385      3,337      4,113          0          0          0          0        630         62         60:      459       485
Old  :     9,105:     4,619      4,385      3,337      4,113          0          0          0          0        630         62         60:      459       485
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2013                                                                 :
     :        30:       -57        100         90        -80          0          0          0          0          0          0          0:       -3        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.7       48.2       36.7       45.2        0.0        0.0        0.0        0.0        6.9        0.7        0.7:      5.0       5.3
Old  :     100.0:      50.7       48.2       36.7       45.2        0.0        0.0        0.0        0.0        6.9        0.7        0.7:      5.0       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         12          .          5          0          0          0          0          .          .          .:
Old  :        27:        13         12          .          5          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       48.7       80.0       73.8       58.4       46.6       72.6       68.0
Old  :                 58.4       48.7       80.0       73.8       58.4       46.6       72.6       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 25, 2013