```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 5,434,851                :
: Positions                                                                                                    :
:1,842,126 1,361,047   324,344 1,640,450   626,969   741,935    53,824   882,268   238,879    62,791   753,892 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:   41,576    65,576     6,284    45,992   -24,548    57,383     7,133    11,662    36,101    -6,087    30,618 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      25.0       6.0      30.2      11.5      13.7       1.0      16.2       4.4       1.2      13.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      112       106        12        24        32        22        12        26        22        17        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   320,137                :
: Positions                                                                                                    :
:  198,027   228,822    64,861    46,609    20,968     5,901     1,537     6,761       584     1,306     3,597 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:    7,087     6,199    -1,273     1,203     1,984      -379     1,537       868       584    -1,587       317 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      71.5      20.3      14.6       6.5       1.8       0.5       2.1       0.2       0.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        24         5         .         6         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   159,717                :
: Positions                                                                                                    :
:  110,146    98,006    12,117    35,785    19,465     8,413         0     2,003     4,638         0       248 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:    2,468     3,199      -218      -445        62     1,179         0       -33       400         0      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      61.4       7.6      22.4      12.2       5.3       0.0       1.3       2.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        20         .         8        10         5         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   245,001                :
: Positions                                                                                                    :
:  178,848   128,270    17,300    68,786    31,075    10,762     7,447     1,105         0     2,412         0 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:    6,039     3,677       388     1,737       -57       580     1,689      -937         0       790         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      52.4       7.1      28.1      12.7       4.4       3.0       0.5       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        17         .         9         9         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   817,358                :
: Positions                                                                                                    :
:  629,832   308,949    65,989   397,718    95,634     2,045       520    11,443     1,032       800       495 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:   15,579    14,707     8,085     7,687     1,770       643      -350      -483       985       748      -264 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      37.8       8.1      48.7      11.7       0.3       0.1       1.4       0.1       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       35        23         7        12        16         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   203,062                :
: Positions                                                                                                    :
:  118,466   176,050    61,846     8,231     6,860     2,996     2,225     1,832       354         0       738 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:     -600     1,474       416       -48     1,013         0      -570       847       -34         0      -214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      86.7      30.5       4.1       3.4       1.5       1.1       0.9       0.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        24         .         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   224,704                :
: Positions                                                                                                    :
:  177,711   131,205    31,467    77,172     3,445     3,488     5,375     3,455     1,280         0       382 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:   13,912    11,026      -589       791       558     2,578     3,877    -2,303       559         0       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      58.4      14.0      34.3       1.5       1.6       2.4       1.5       0.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       26        28         .        11         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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    92,656                :
: Positions                                                                                                    :
:   56,394    36,697    21,535    40,644     1,309     4,280     2,637     3,805       852         0       791 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:    4,790     2,258       586      -286       218    -1,654     2,637     2,065       118         0        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      39.6      23.2      43.9       1.4       4.6       2.8       4.1       0.9       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         .         7         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 1,201,674                :
: Positions                                                                                                    :
:  154,341   172,552   202,833    60,773    98,304   213,966   281,656   232,908    32,340   101,123   203,026 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:   10,311     6,887    -5,923     4,121     3,427       676   -14,319     4,008   -12,746    -7,380     9,791 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      14.4      16.9       5.1       8.2      17.8      23.4      19.4       2.7       8.4      16.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   279                     :
:       39        34        20        15        27        60        58        68        35        32        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   209,326                :
: Positions                                                                                                    :
:   32,747    30,186     2,713     8,142    59,638    28,440     1,500     2,951    33,726    60,891    40,248 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:    1,371     1,331    -4,940      -454     5,937        38     1,250       773     5,435     3,487     1,373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.6      14.4       1.3       3.9      28.5      13.6       0.7       1.4      16.1      29.1      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       11        14         .         7        11         5         .         6         7        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 2,485,928                :
: Positions                                                                                                    :
:  497,366   408,218   116,120   781,322   425,463   293,654    29,140   452,191   337,523    37,533   318,023 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:  -51,175   -80,987    -6,725    -4,022    10,009   -20,392    -9,621    23,585    21,769    26,201    55,913 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      16.4       4.7      31.4      17.1      11.8       1.2      18.2      13.6       1.5      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   154                     :
:       60        54         .        20        23        22         6        25        19        11        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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   845,768                :
: Positions                                                                                                    :
:  123,140   129,828   145,805    77,920   306,648    45,993    67,483    82,256    30,566    74,190   102,013 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:  -46,193    -3,882   -52,127    -5,408    -3,647     6,374   -13,306   -39,135    26,203   -38,343     7,382 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.6      15.4      17.2       9.2      36.3       5.4       8.0       9.7       3.6       8.8      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       14        14        15         7        18         6        10        11        10        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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    29,239                :
: Positions                                                                                                    :
:   25,839    24,111       454     2,907     1,984         0         0         0       438         0         0 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:    1,059       739        41        75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      82.5       1.6       9.9       6.8       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       30        27         .         5         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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     7,010                :
: Positions                                                                                                    :
:    5,131     4,033         0     2,505       120     1,690         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:      -15       -45         0        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      57.5       0.0      35.7       1.7      24.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         0         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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    11,000                :
: Positions                                                                                                    :
:    8,979     7,517     1,018     1,417       442         0         0         0         0       925        55 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:      853       639        30       259       -17         0         0         0         0       105        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      68.3       9.3      12.9       4.0       0.0       0.0       0.0       0.0       8.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        11         .         .         4         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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     9,446                :
: Positions                                                                                                    :
:    4,533     4,074     2,954     3,857       198         0         0         0     1,120       648       237 :
:                                                                                                              :
: Changes from:     February 19, 2013                                                                          :
:      -50      -207         0       192         0         0         0         0       402       397       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      43.1      31.3      40.8       2.1       0.0       0.0       0.0      11.9       6.9       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 1, 2013