```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 4,804,738                :
: Positions                                                                                                    :
:1,688,357 1,229,263   412,644 1,372,367   589,414   467,759    48,751   793,879   146,727    62,533   688,477 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   78,227     4,037    14,424    26,430    -3,923      -590     9,939   -31,388   -51,936     1,420    35,328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      25.6       8.6      28.6      12.3       9.7       1.0      16.5       3.1       1.3      14.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      107       102        12        21        30        21         9        24        24        15        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   245,258                :
: Positions                                                                                                    :
:  134,119   170,967    54,123    30,859    26,432     3,113         0     4,298     1,549        93     2,065 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   -7,569     5,409     6,481    -3,748    -6,112       942         0        24     1,045       -80     1,202 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      69.7      22.1      12.6      10.8       1.3       0.0       1.8       0.6       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        22         6         .         7         4         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   145,739                :
: Positions                                                                                                    :
:  101,156    88,898    13,793    28,470    23,748     1,789         0     3,266     1,600         0       184 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   -3,992    -7,728    -4,294    -4,540     1,837    -2,927         0       886      -401         0      -457 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      61.0       9.5      19.5      16.3       1.2       0.0       2.2       1.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        21         4         7        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   218,168                :
: Positions                                                                                                    :
:  157,879   106,992    13,801    64,087    30,050     8,914     9,308       820         0     1,000       532 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:    1,846      -633    -2,606      -667      -479       884      -223        57         0      -620       -88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      49.0       6.3      29.4      13.8       4.1       4.3       0.4       0.0       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        20         5         8        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   678,684                :
: Positions                                                                                                    :
:  511,900   201,477    40,807   359,552   104,138     2,281       672     9,386       335         0       895 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:  -29,681   -16,349     8,258    -7,699    -8,481      -658         1      -377    -1,238         0       308 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      29.7       6.0      53.0      15.3       0.3       0.1       1.4       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       32        26         7        12        17         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   183,657                :
: Positions                                                                                                    :
:  109,424   161,674    54,810     5,815     6,563     3,202     1,795     1,280         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:  -15,304   -13,325     2,737    -1,047      -358    -1,038        83      -388         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      88.0      29.8       3.2       3.6       1.7       1.0       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        22         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   209,708                :
: Positions                                                                                                    :
:  156,849   130,363    31,919    67,293     3,312     7,118         0     4,737         0       862       142 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:  -21,846   -21,201      -595    -2,877      -576      -421      -108      -372         0        31       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      62.2      15.2      32.1       1.6       3.4       0.0       2.3       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        27         .        11         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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    79,690                :
: Positions                                                                                                    :
:   48,500    29,033    18,544    41,293     1,318     5,355         0       683     1,484         0       124 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   -3,034      -367      -373    -1,244      -299       182         0      -998       151         0       107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      36.4      23.3      51.8       1.7       6.7       0.0       0.9       1.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        16         .         7         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 1,210,568                :
: Positions                                                                                                    :
:  143,525   171,698   218,067    52,451   102,964   224,748   308,081   241,887    32,200   104,881   179,487 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:    3,742     5,364       646       938       167     7,544     2,065    -2,200     4,719     2,417     4,570 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      14.2      18.0       4.3       8.5      18.6      25.4      20.0       2.7       8.7      14.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   318                     :
:       44        39        24        10        27        64        66        78        51        42        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2013            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,362,934                :
: Positions                                                                                                    :
:  174,048   165,470    24,422    89,322   644,239    55,816    17,579   181,110    27,643    11,185   250,990 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:    7,766     9,824     2,833     2,434    10,063       535     4,675    11,375     5,075      -865    11,504 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      12.1       1.8       6.6      47.3       4.1       1.3      13.3       2.0       0.8      18.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   137                     :
:       41        35         7        17        24        24        16        30        22        10        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   136,229                :
: Positions                                                                                                    :
:   18,552    17,258    11,552    11,392    29,735    22,801       350       953    23,892    47,689    25,572 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:      612       754         0       799       828       300         0         0      -181      -730     1,701 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      12.7       8.5       8.4      21.8      16.7       0.3       0.7      17.5      35.0      18.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       11        12         4         6        10         5         .         .         8         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    52,782                :
: Positions                                                                                                    :
:    1,338     6,969       374     2,669     5,379    13,067    12,595    13,209    14,571     6,901     4,399 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:     -101       308        53      -466        58    -1,479     1,554     1,388     3,913     1,010      -260 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.5      13.2       0.7       5.1      10.2      24.8      23.9      25.0      27.6      13.1       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        9        11         .         4         4         .         9         7         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 2,311,690                :
: Positions                                                                                                    :
:  556,554   490,992   174,850   751,330   359,495   223,568    30,484   441,912   304,910     6,574   207,499 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   11,910     8,894    -3,619    13,789    -2,666     6,413     3,629     8,532    11,613     1,200    14,340 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.1      21.2       7.6      32.5      15.6       9.7       1.3      19.1      13.2       0.3       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   137                     :
:       59        53         .        19        22        16         8        21        17         4        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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   874,372                :
: Positions                                                                                                    :
:  119,598   128,968   206,597    87,435   300,657    41,145    78,221   104,128     8,325    83,598    84,895 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   11,061     4,797     7,373     5,804     3,172    15,901    12,593     1,677    -1,924     9,523      -895 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7      14.7      23.6      10.0      34.4       4.7       8.9      11.9       1.0       9.6       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       15        16        14         7        18         9        10        12         6        15        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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    29,157                :
: Positions                                                                                                    :
:   25,431    24,002       506     3,002     1,648       580         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:   -2,843    -3,203      -247      -341      -109      -140         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      82.3       1.7      10.3       5.7       2.0       0.0       0.0       1.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        24         .         5         4         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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     5,257                :
: Positions                                                                                                    :
:    3,829     2,813       629       595       443         0       250         0        13       655        45 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:     -956      -814        46      -121      -278         0      -110         0      -109         5         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      53.5      12.0      11.3       8.4       0.0       4.8       0.0       0.2      12.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         4         .         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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     8,877                :
: Positions                                                                                                    :
:    4,691     4,077     2,944     4,218         0         0         0         0       730        47        60 :
:                                                                                                              :
: Changes from:     December 31, 2012                                                                          :
:     -437      -656      -294      -306      -132         0         0         0       -65        47        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      45.9      33.2      47.5       0.0       0.0       0.0       0.0       8.2       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         .         5         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 15, 2013