```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,281,435                :
: Positions                                                                                                    :
:1,800,550 1,295,471   318,060 1,594,458   651,517   684,552    46,691   870,606   202,778    68,878   723,274 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:   63,292     9,071   -23,643    59,510   -10,218    37,392   -15,112     3,039   -53,300   -28,515    63,628 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      24.5       6.0      30.2      12.3      13.0       0.9      16.5       3.8       1.3      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      112       105        11        25        32        23         9        24        18        20        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   308,894                :
: Positions                                                                                                    :
:  190,940   222,623    66,134    45,406    18,984     6,280         0     5,893         0     2,893     3,280 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:   12,311    13,967    -1,084       595     2,023     1,801      -420       382         0    -1,150       703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      72.1      21.4      14.7       6.1       2.0       0.0       1.9       0.0       0.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        22         5         .         6         4         0         .         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   156,203                :
: Positions                                                                                                    :
:  107,678    94,807    12,335    36,230    19,403     7,234         0     2,036     4,238         0       434 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:     -387       286    -1,734    -1,216       523     1,090         0      -195        65         0       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      60.7       7.9      23.2      12.4       4.6       0.0       1.3       2.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        21         .         8        10         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   238,226                :
: Positions                                                                                                    :
:  172,809   124,593    16,912    67,049    31,132    10,182     5,758     2,042         0     1,622         0 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:   11,189    11,173         0         2       428         0      -477       383         0     1,622         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      52.3       7.1      28.1      13.1       4.3       2.4       0.9       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        19         .         9         9         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   792,666                :
: Positions                                                                                                    :
:  614,253   294,242    57,904   390,031    93,864     1,402       870    11,926        47        52       759 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:   30,840    21,179    -4,102     4,834     3,907       568       -89       746        47        -2       266 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      37.1       7.3      49.2      11.8       0.2       0.1       1.5       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        25         6        12        15         .         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   200,472                :
: Positions                                                                                                    :
:  119,066   174,576    61,430     8,279     5,847     2,996     2,795       985       388         0       952 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:     -688      -771         0      -188         0      -372      -403       248      -178         0       184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      87.1      30.6       4.1       2.9       1.5       1.4       0.5       0.2       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        23         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   209,930                :
: Positions                                                                                                    :
:  163,799   120,179    32,056    76,381     2,887       910     1,498     5,758       721         0       416 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:    4,109     3,630      -240      -128       180      -710         0       412       371         0      -269 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      57.2      15.3      36.4       1.4       0.4       0.7       2.7       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        24         .        11         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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    85,882                :
: Positions                                                                                                    :
:   51,604    34,439    20,949    40,930     1,091     5,934         0     1,740       734         0       698 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:    2,489     2,083       151       334        31      -185         0       -97       -38         0       -72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      40.1      24.4      47.7       1.3       6.9       0.0       2.0       0.9       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        18         .         7         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 1,199,688                :
: Positions                                                                                                    :
:  144,030   165,665   208,756    56,652    94,877   213,290   295,975   228,900    45,086   108,503   193,235 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:   -6,413   -11,535     1,493       586     3,336    -8,526     4,712   -10,363     7,614     1,823    13,944 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.0      13.8      17.4       4.7       7.9      17.8      24.7      19.1       3.8       9.0      16.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   298                     :
:       41        34        20        13        29        62        61        73        34        45        70 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   195,098                :
: Positions                                                                                                    :
:   31,376    28,855     7,653     8,596    53,701    28,402       250     2,178    28,291    57,404    38,875 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:      707     2,003       514        95     7,595    -2,393         0       627      -158    -3,835     7,334 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      14.8       3.9       4.4      27.5      14.6       0.1       1.1      14.5      29.4      19.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       11        12         .         7        11         5         .         .         6        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 2,453,494                :
: Positions                                                                                                    :
:  548,541   489,205   122,845   785,344   415,454   314,046    38,761   428,606   315,754    11,332   262,110 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:    3,618       606    -4,165     9,500     4,692    14,389    -1,368    33,549     2,501     7,388     7,155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.4      19.9       5.0      32.0      16.9      12.8       1.6      17.5      12.9       0.5      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   142                     :
:       55        51         .        20        23        19         9        25        18         7        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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   942,461                :
: Positions                                                                                                    :
:  169,333   133,710   197,932    83,328   310,295    39,619    80,789   121,391     4,363   112,533    94,631 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:    4,854     3,236     1,802    -4,194     9,051    -4,696    -1,753     5,849     2,328     2,088     1,474 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.0      14.2      21.0       8.8      32.9       4.2       8.6      12.9       0.5      11.9      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       15        16        16         7        19         8        12        12         5        17        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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    28,425                :
: Positions                                                                                                    :
:   24,780    23,372       413     2,832     1,984         0         0         0       438         0         0 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:       75       152        55         0       -54         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      82.2       1.5      10.0       7.0       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       28        27         .         5         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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     7,025                :
: Positions                                                                                                    :
:    5,146     4,078         0     2,475       120     1,690         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:       60        30       -10        20        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      58.0       0.0      35.2       1.7      24.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         0         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     9,939                :
: Positions                                                                                                    :
:    8,126     6,878       988     1,158       459         0         0         0         0       820        40 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:      750       897       134       -13         3         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      69.2       9.9      11.7       4.6       0.0       0.0       0.0       0.0       8.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        11         .         .         5         0         0         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     8,954                :
: Positions                                                                                                    :
:    4,583     4,281     2,954     3,665       198         0         0         0       718       251       127 :
:                                                                                                              :
: Changes from:     February 12, 2013                                                                          :
:      120       135         0       -60       180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      47.8      33.0      40.9       2.2       0.0       0.0       0.0       8.0       2.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 22, 2013