```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 5,170,129                :
: Positions                                                                                                    :
:1,804,431 1,337,402   378,203 1,571,457   610,984   626,388    62,395   815,431   252,661    75,659   654,212 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   10,419    44,624    17,715    42,855   -22,957    60,438    14,028    -7,687    33,082     8,240     2,815 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.9      25.9       7.3      30.4      11.8      12.1       1.2      15.8       4.9       1.5      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:      115       110        14        23        33        18        14        27        23        16        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   275,439                :
: Positions                                                                                                    :
:  159,456   189,560    59,513    37,107    25,029     2,324         0     5,123         0     3,047     3,059 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:    4,608     5,279     1,134     3,002      -775      -361    -3,980     1,485      -738       286       417 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      68.8      21.6      13.5       9.1       0.8       0.0       1.9       0.0       1.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        22         6         .         6         4         0         4         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   161,700                :
: Positions                                                                                                    :
:  105,955   102,106    16,429    33,479    22,823     9,091         0     1,281     2,254         0       151 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:     -733     2,199    -1,189     1,911       281     3,886         0    -1,058     1,346         0      -542 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      63.1      10.2      20.7      14.1       5.6       0.0       0.8       1.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        24         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   222,685                :
: Positions                                                                                                    :
:  163,116   105,453    12,003    71,717    28,441    10,024     7,933     1,706       187         0        30 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   -1,736    -6,475    -2,778     1,689    -1,878       152       975        -3       187         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      47.4       5.4      32.2      12.8       4.5       3.6       0.8       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        20         .         9         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   749,413                :
: Positions                                                                                                    :
:  568,288   251,550    58,232   381,293    98,322         0     2,837    11,487         0         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   22,854    12,487    -3,940     6,487     1,825      -214     1,190       528      -671         0      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      33.6       7.8      50.9      13.1       0.0       0.4       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        23         6        12        15         0         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   201,982                :
: Positions                                                                                                    :
:  125,964   174,334    53,154     7,151     9,018     3,840     3,050     1,518        34         0       214 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:    8,116     4,496    -2,293     1,196     2,313      -218       304        28        34         0       214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      86.3      26.3       3.5       4.5       1.9       1.5       0.8       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        28         .         6         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   214,555                :
: Positions                                                                                                    :
:  160,998   131,157    32,472    70,446     4,158     5,783         0     4,981         0         0         0 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:    3,058       630        87       422       846    -1,445         0       348      -695         0      -210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      61.1      15.1      32.8       1.9       2.7       0.0       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        28         .        11         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    92,698                :
: Positions                                                                                                    :
:   60,663    35,423    18,643    42,732     2,041         0       549     4,385       552         0       631 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:    3,295     1,123     1,068     1,168      -273    -2,061       549     1,232      -424         0       151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      38.2      20.1      46.1       2.2       0.0       0.6       4.7       0.6       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        20         .         7         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 1,178,550                :
: Positions                                                                                                    :
:  128,811   159,982   207,496    51,926    97,951   229,921   292,372   242,334    25,769   108,752   179,093 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   -4,514     1,372      -889       689    -8,284     4,991     7,373   -27,682     5,055        87   -12,538 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      13.6      17.6       4.4       8.3      19.5      24.8      20.6       2.2       9.2      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   310                     :
:       40        37        21        11        26        72        66        83        48        39        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 1,334,698                :
: Positions                                                                                                    :
:  173,525   172,752    17,387    75,373   638,757    66,390    10,171   175,401    19,615    20,229   239,101 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   -7,670    -1,219    -8,514   -10,537   -13,657     7,906    -2,437   -31,856    -1,774     4,150   -26,438 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      12.9       1.3       5.6      47.9       5.0       0.8      13.1       1.5       1.5      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   132                     :
:       37        32         7        19        25        25        17        33        15        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   166,605                :
: Positions                                                                                                    :
:   30,689    28,046     4,926    12,076    39,463    28,542         0     1,733    28,194    52,380    27,584 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:    5,979     5,294       425    -1,005       870       623         0       332     2,324     3,926    -2,110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4      16.8       3.0       7.2      23.7      17.1       0.0       1.0      16.9      31.4      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       14        14         .         7        10         6         0         .         8         7        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    57,684                :
: Positions                                                                                                    :
:    2,726     8,674       406     2,634     5,065    12,064    12,107    15,497    15,022     6,477     6,343 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:      982       933       239      -417      -226    -1,509      -522     2,568     2,014     1,676     1,068 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.7      15.0       0.7       4.6       8.8      20.9      21.0      26.9      26.0      11.2      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        9        11         .         4         4         .        11         7         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 2,409,858                :
: Positions                                                                                                    :
:  587,085   519,793   143,867   777,845   418,699   265,018    36,482   391,623   322,049     1,335   238,858 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   25,669    18,870   -12,034     6,626    18,163     1,952     5,698    -3,550    13,310    -2,296    16,679 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.4      21.6       6.0      32.3      17.4      11.0       1.5      16.3      13.4       0.1       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   151                     :
:       63        55         5        20        25        18         8        23        21         4        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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   893,238                :
: Positions                                                                                                    :
:  140,802   128,512   204,772    86,939   293,132    46,099    81,631   112,304     2,205    96,151    89,241 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:   14,902   -14,566   -32,795   -12,931      -577      -918     5,109    -6,322    -7,709    -7,481    -3,231 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      14.4      22.9       9.7      32.8       5.2       9.1      12.6       0.2      10.8      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       13        15        16         7        19         7        13        11         5        14        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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    31,922                :
: Positions                                                                                                    :
:   27,697    26,420       661     2,941     2,126       195         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:      857     1,174       103        45       154         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      82.8       2.1       9.2       6.7       0.6       0.0       0.0       1.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        27         .         5         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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     7,942                :
: Positions                                                                                                    :
:    6,122     4,888       881       955       558         0       140         0        28       940        30 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:      404       166        35       273        51         0         0         0        15         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      61.5      11.1      12.0       7.0       0.0       1.8       0.0       0.4      11.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        13         .         .         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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     9,231                :
: Positions                                                                                                    :
:    4,640     4,274     3,307     4,023         0         0         0         0       643       251       137 :
:                                                                                                              :
: Changes from:     January 22, 2013                                                                           :
:       21      -111       -30       -90         0         0         0         0        13       189        77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      46.3      35.8      43.6       0.0       0.0       0.0       0.0       7.0       2.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        12         .         5         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 1, 2013