```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 4,881,057                :
: Positions                                                                                                    :
:1,770,229 1,250,133   387,775 1,457,910   607,328   526,311    43,382   748,569   148,274    76,089   675,083 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:   81,872    20,870   -24,869    85,543    17,914    58,552    -5,369   -45,310     1,547    13,556   -13,394 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      25.6       7.9      29.9      12.4      10.8       0.9      15.3       3.0       1.6      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   230                     :
:      108       105        12        22        31        19        11        26        22        20        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   257,896                :
: Positions                                                                                                    :
:  151,217   175,009    55,056    38,184    22,397     1,241     2,356     3,614       618     2,870     2,598 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:   17,098     4,042       933     7,325    -4,035    -1,872     2,356      -684      -931     2,777       533 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      67.9      21.3      14.8       8.7       0.5       0.9       1.4       0.2       1.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        23         6         .         7         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   153,060                :
: Positions                                                                                                    :
:  102,487    97,108    21,880    30,595    21,392     1,827       280     3,355       942         0       215 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    1,331     8,210     8,087     2,125    -2,356        38       280        89      -658         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      63.4      14.3      20.0      14.0       1.2       0.2       2.2       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        24         .         8        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   221,185                :
: Positions                                                                                                    :
:  160,457   106,892    14,559    70,525    29,741     9,342     7,420     1,010       222         0       310 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    2,578      -100       758     6,438      -309       428    -1,888       190       222    -1,000      -222 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      48.3       6.6      31.9      13.4       4.2       3.4       0.5       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        19         4         9        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   702,695                :
: Positions                                                                                                    :
:  520,663   229,714    61,814   363,327    93,890     3,680     1,994     9,670     1,922         0       155 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    8,763    28,237    21,007     3,775   -10,248     1,399     1,322       284     1,587         0      -740 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      32.7       8.8      51.7      13.4       0.5       0.3       1.4       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        23         7        12        17         .         .         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   189,571                :
: Positions                                                                                                    :
:  115,826   164,608    53,860     6,785     6,771     3,202     4,254       650       466         0         0 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    6,402     2,934      -950       970       208         0     2,459      -630       466         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      86.8      28.4       3.6       3.6       1.7       2.2       0.3       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        25         .         4         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   210,219                :
: Positions                                                                                                    :
:  157,911   128,752    31,835    68,880     3,312     6,370         0     4,822         0         0         0 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    1,062    -1,611       -84     1,587         0      -748         0        85         0      -862      -142 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      61.2      15.1      32.8       1.6       3.0       0.0       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        28         .        11         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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    86,045                :
: Positions                                                                                                    :
:   55,436    32,528    17,147    41,679     2,496     2,621         0     2,149       976         0       480 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    6,936     3,495    -1,397       386     1,178    -2,734         0     1,466      -508         0       356 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      37.8      19.9      48.4       2.9       3.0       0.0       2.5       1.1       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        15         .         7         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 1,215,622                :
: Positions                                                                                                    :
:  134,775   157,846   212,899    49,496   109,731   222,269   304,731   257,259    25,079    95,700   188,536 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:   -8,750   -13,852    -5,168    -2,956     6,767    -2,479    -3,351    15,372    -7,121    -9,180     9,048 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.1      13.0      17.5       4.1       9.0      18.3      25.1      21.2       2.1       7.9      15.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   319                     :
:       44        40        23        13        30        68        62        74        49        43        76 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 1,386,954                :
: Positions                                                                                                    :
:  178,005   167,804    24,737    85,494   646,737    61,568    11,201   195,573    13,985    15,421   262,069 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    3,957     2,334       315    -3,828     2,498     5,752    -6,378    14,463   -13,658     4,237    11,079 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      12.1       1.8       6.2      46.6       4.4       0.8      14.1       1.0       1.1      18.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   145                     :
:       42        37         8        17        25        28        16        34        17        16        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   148,727                :
: Positions                                                                                                    :
:   22,676    21,342     6,792    11,327    37,668    22,801       350     1,053    25,101    44,159    29,210 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    4,124     4,084    -4,760       -65     7,933         0         0       100     1,209    -3,530     3,638 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      14.3       4.6       7.6      25.3      15.3       0.2       0.7      16.9      29.7      19.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       11        12         4         6        10         5         .         .         8         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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    52,089                :
: Positions                                                                                                    :
:    1,469     7,805       179     2,894     5,403    13,471    12,292    12,836    13,026     4,905     5,285 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:      131       836      -194       225        25       404      -302      -372    -1,544    -1,996       886 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.8      15.0       0.3       5.6      10.4      25.9      23.6      24.6      25.0       9.4      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        9        11         .         4         4         .        11         7         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 2,331,829                :
: Positions                                                                                                    :
:  563,482   493,711   169,116   752,705   382,825   221,980    31,475   433,490   311,394     5,317   208,785 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    6,928     2,719    -5,734     1,375    23,330    -1,588       991    -8,422     6,484    -1,257     1,286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.2      21.2       7.3      32.3      16.4       9.5       1.3      18.6      13.4       0.2       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   140                     :
:       59        53         .        19        22        17         8        23        17         6        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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   886,412                :
: Positions                                                                                                    :
:  118,001   133,159   208,353    90,050   296,706    43,317    79,970   110,891     8,309    77,949    91,114 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:   -1,597     4,191     1,756     2,615    -3,951     2,172     1,749     6,763       -16    -5,649     6,219 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      15.0      23.5      10.2      33.5       4.9       9.0      12.5       0.9       8.8      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       15        16        14         7        18         8        11        11         7        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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    30,124                :
: Positions                                                                                                    :
:   26,325    24,751       571     3,012     1,886       305         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:      894       749        65        10       238      -275         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      82.2       1.9      10.0       6.3       1.0       0.0       0.0       1.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       28        26         .         5         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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     7,370                :
: Positions                                                                                                    :
:    5,693     4,697       713       574       543         0       140         0        13       915        45 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:    1,864     1,884        84       -21       100         0      -110         0         0       260         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      63.7       9.7       7.8       7.4       0.0       1.9       0.0       0.2      12.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         .         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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     9,075                :
: Positions                                                                                                    :
:    4,676     4,285     3,247     4,193         0         0         0         0       630        62        60 :
:                                                                                                              :
: Changes from:     January 8, 2013                                                                            :
:      -15       208       303       -25         0         0         0         0      -100        15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      47.2      35.8      46.2       0.0       0.0       0.0       0.0       6.9       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        12         .         5         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 18, 2013