```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 5,843,001                :
: Positions                                                                                                    :
:1,910,124 1,464,585   252,714 1,930,277   686,460   895,922    34,808   991,058   440,065    66,210   635,968 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:  145,060    78,901   -31,101   182,776    35,697    75,249   -13,096    30,232    66,297     2,439   -47,628 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.7      25.1       4.3      33.0      11.7      15.3       0.6      17.0       7.5       1.1      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      108       104        11        23        30        23         9        26        28        10        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   317,328                :
: Positions                                                                                                    :
:  172,239   233,048    71,028    48,875    15,915    30,838     3,187     4,019     2,411     1,374     2,513 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:   -7,591     2,089     2,886    -1,662       856     7,932     1,697    -1,224       939     1,226    -1,036 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      73.4      22.4      15.4       5.0       9.7       1.0       1.3       0.8       0.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        27         6         .         6         4         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   165,407                :
: Positions                                                                                                    :
:  115,984   102,714     9,523    39,053    18,608     9,432         0       869     7,026         0       214 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    3,955     6,671      -125     1,135     1,310     3,130         0    -1,099       338         0        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      62.1       5.8      23.6      11.2       5.7       0.0       0.5       4.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        19         .         8        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   251,431                :
: Positions                                                                                                    :
:  187,788   148,096     5,041    56,564    31,921    14,699     1,908     4,043         0     1,657       612 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    5,059    17,961       451    -2,910        -5     1,499    -5,454     2,943         0    -5,323       430 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      58.9       2.0      22.5      12.7       5.8       0.8       1.6       0.0       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        16         .         9        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   804,634                :
: Positions                                                                                                    :
:  631,958   294,151    58,960   406,288    92,084       979       701     8,240       779         0       762 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    1,326    -9,896     2,699    15,056    -1,766       959      -636       479    -1,069         0       762 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      36.6       7.3      50.5      11.4       0.1       0.1       1.0       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        23         5        13        16         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   206,315                :
: Positions                                                                                                    :
:  114,705   177,352    66,083     7,592     6,614     6,548     3,220       573     1,618         0       765 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    2,796    10,955     6,204     1,602      -712     2,696       438      -707     1,618      -553       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      86.0      32.0       3.7       3.2       3.2       1.6       0.3       0.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        22         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   213,941                :
: Positions                                                                                                    :
:  167,304   125,767    28,880    74,643     2,392     6,730     5,671     1,767       702         0       560 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:      183     5,683    -1,963       486       248     3,267      -387      -967       702         0       560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      58.8      13.5      34.9       1.1       3.1       2.7       0.8       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        23         .        11         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    95,910                :
: Positions                                                                                                    :
:   51,999    33,313    24,749    48,322       157     9,879       744     2,444     1,738     2,410     1,089 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    9,412      -870       428       485         0    -5,033       744     1,505    -2,208       578       780 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      34.7      25.8      50.4       0.2      10.3       0.8       2.5       1.8       2.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        16         .         6         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,340,116                :
: Positions                                                                                                    :
:  158,074   202,914   191,494    69,678   106,020   291,772   247,720   306,735    32,608   185,574   175,462 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:  -16,697    -6,780    -9,317     6,283     5,374    45,320     2,730    45,305     5,973    30,443   -17,277 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      15.1      14.3       5.2       7.9      21.8      18.5      22.9       2.4      13.8      13.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   334                     :
:       42        37        20        17        32       105        36        84        35        59        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   267,477                :
: Positions                                                                                                    :
:   41,414    42,273     4,558    22,366    68,529    31,265       300     6,935    53,340    66,278    56,157 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    6,133     5,821      -291    11,576    -2,891        12      -950     4,883    10,755     1,762     8,725 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      15.8       1.7       8.4      25.6      11.7       0.1       2.6      19.9      24.8      21.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       10        14         .        10        12         8         .         7        11         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,655,242                :
: Positions                                                                                                    :
:  500,518   493,205   111,001   809,227   434,904   314,277    30,191   536,520   392,331    10,854   318,354 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:   13,547    23,439   -17,987    13,120    18,767    17,139    -6,501    39,605    20,350     1,256    27,292 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      18.6       4.2      30.5      16.4      11.8       1.1      20.2      14.8       0.4      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   146                     :
:       59        49         .        21        23        18        10        23        20         7        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   993,552                :
: Positions                                                                                                    :
:  180,796   128,249   209,612    88,493   342,939    43,965    86,044    95,438    11,809   146,240    99,307 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:   -1,583    -2,953    -2,478     2,139    31,239    32,534    14,641    -6,371     6,514    19,246     4,261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      12.9      21.1       8.9      34.5       4.4       8.7       9.6       1.2      14.7      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       17        16        16         6        18         8         9        13         9        14        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    28,443                :
: Positions                                                                                                    :
:   25,470    23,258       210     3,016     1,760         0         0       240       351         0         0 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:    2,177     2,242         0       -47        22         0         0       240         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      81.8       0.7      10.6       6.2       0.0       0.0       0.8       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       32        27         .         7         6         0         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     6,503                :
: Positions                                                                                                    :
:    4,896     3,945         0     2,119        45     1,430         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      60.7       0.0      32.6       0.7      22.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        12         0         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    11,678                :
: Positions                                                                                                    :
:    9,406     8,444       978     1,570       485         0         0         0       425       585        10 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:      157       188        40       -26        15         0         0         0         0        65       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      72.3       8.4      13.4       4.2       0.0       0.0       0.0       3.6       5.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         9         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     9,928                :
: Positions                                                                                                    :
:    4,810     5,212     2,858     3,485       234         0         0         0     1,392       346       249 :
:                                                                                                              :
: Changes from:     March 12, 2013                                                                             :
:      205       340       120         0        25         0         0         0         0       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      52.5      28.8      35.1       2.4       0.0       0.0       0.0      14.0       3.5       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 22, 2013