```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 5,953,891                :
: Positions                                                                                                    :
:1,873,754 1,487,783   265,525 1,957,221   690,434   998,471    44,864   990,836   422,137    68,598   689,200 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:  -36,370    23,198    12,811    26,944     3,974   102,549    10,056      -222   -17,928     2,388    53,232 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.5      25.0       4.5      32.9      11.6      16.8       0.8      16.6       7.1       1.2      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      109       103        10        25        31        25        11        29        29         9        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   322,489                :
: Positions                                                                                                    :
:  174,189   236,723    69,182    50,937    17,673    34,791     2,673     4,821     1,807       492     2,313 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:    1,950     3,675    -1,846     2,062     1,758     3,953      -514       802      -604      -882      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      73.4      21.5      15.8       5.5      10.8       0.8       1.5       0.6       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        32         6         .         6         5         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   171,445                :
: Positions                                                                                                    :
:  118,912   110,779    12,220    38,052    18,537    10,575         0       731     7,141         0        31 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:    2,928     8,065     2,697    -1,001       -71     1,143         0      -138       115         0      -183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      64.6       7.1      22.2      10.8       6.2       0.0       0.4       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        21         .         8        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   257,485                :
: Positions                                                                                                    :
:  193,119   155,411     6,684    56,382    31,099    14,815     1,319     4,665         0     3,519        40 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:    5,331     7,315     1,643      -182      -822       116      -589       622         0     1,862      -572 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      60.4       2.6      21.9      12.1       5.8       0.5       1.8       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        19         .        10        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   808,823                :
: Positions                                                                                                    :
:  642,947   286,517    55,223   418,885    89,663     1,748       438     7,842       307     1,800       454 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:   10,989    -7,634    -3,737    12,597    -2,421       769      -263      -398      -472     1,800      -308 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      35.4       6.8      51.8      11.1       0.2       0.1       1.0       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        23         6        12        16         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   217,050                :
: Positions                                                                                                    :
:  121,907   187,990    72,955     8,102     6,644     4,552     3,956     1,187     1,124         0     1,047 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:    7,202    10,638     6,872       510        30    -1,996       736       614      -494         0       282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      86.6      33.6       3.7       3.1       2.1       1.8       0.5       0.5       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        24         .         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   219,221                :
: Positions                                                                                                    :
:  174,437   126,807    29,036    78,467     2,542     5,266     5,234     2,611         0         0         0 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:    7,133     1,040       156     3,824       150    -1,464      -437       844      -702         0      -560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      57.8      13.2      35.8       1.2       2.4       2.4       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       25        23         4        11         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    99,155                :
: Positions                                                                                                    :
:   50,726    34,534    26,621    49,934       415    10,896     3,008     2,682     2,808       210       782 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:   -1,273     1,221     1,872     1,612       258     1,017     2,264       238     1,070    -2,200      -307 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      34.8      26.8      50.4       0.4      11.0       3.0       2.7       2.8       0.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        16         .         6         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,407,669                :
: Positions                                                                                                    :
:  157,636   227,943   186,214    77,334   107,593   320,351   257,655   335,877    32,739   165,387   189,314 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:     -438    25,029    -5,280     7,656     1,573    28,579     9,935    29,142       131   -20,187    13,852 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      16.2      13.2       5.5       7.6      22.8      18.3      23.9       2.3      11.7      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   336                     :
:       42        39        20        16        30       108        37        78        30        58        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   306,487                :
: Positions                                                                                                    :
:   61,195    46,415     1,958    22,577    75,352    38,823     1,600     7,724    55,688    87,477    59,011 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:   19,781     4,142    -2,600       211     6,823     7,558     1,300       789     2,348    21,199     2,854 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      15.1       0.6       7.4      24.6      12.7       0.5       2.5      18.2      28.5      19.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       12        15         .        10        11         9         .         8        12         9        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,734,495                :
: Positions                                                                                                    :
:  508,407   506,749   115,056   857,399   433,322   323,532    49,571   550,213   467,884     5,239   306,130 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:    7,889    13,544     4,055    48,172    -1,582     9,255    19,380    13,693    75,553    -5,615   -12,224 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      18.5       4.2      31.4      15.8      11.8       1.8      20.1      17.1       0.2      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   154                     :
:       65        53         4        22        24        18        12        23        20         4        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   960,313                :
: Positions                                                                                                    :
:  175,457   127,652   161,574   163,260   329,043   100,563    37,547    86,307     7,640   120,303    91,534 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:   -5,339      -597   -48,038    74,767   -13,896    56,598   -48,497    -9,131    -4,169   -25,937    -7,773 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.3      13.3      16.8      17.0      34.3      10.5       3.9       9.0       0.8      12.5       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       19        17        16         7        19         8         6         9         7        14        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    29,364                :
: Positions                                                                                                    :
:   26,393    24,000       260     3,302     1,808         0         0       120       351         0         0 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:      923       742        50       286        48         0         0      -120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      81.7       0.9      11.2       6.2       0.0       0.0       0.4       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       32        29         .         5         5         0         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     6,444                :
: Positions                                                                                                    :
:    4,986     3,990        22     2,044       135     1,205         0        16         0         0         0 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:       90        45        22       -75        90      -225         0        16         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      61.9       0.3      31.7       2.1      18.7       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        12         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    12,870                :
: Positions                                                                                                    :
:   10,320     9,473     1,043     1,520       683         0         0         0       425       585        25 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:      914     1,029        65       -50       198         0         0         0         0         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      73.6       8.1      11.8       5.3       0.0       0.0       0.0       3.3       4.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    10,688                :
: Positions                                                                                                    :
:    5,305     5,817     2,978     3,655       234         0         0         0     1,512       321       249 :
:                                                                                                              :
: Changes from:     March 19, 2013                                                                             :
:      495       605       120       170         0         0         0         0       120       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      54.4      27.9      34.2       2.2       0.0       0.0       0.0      14.1       3.0       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 29, 2013