```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 5,974,638                :
: Positions                                                                                                    :
:2,056,979 1,460,467   217,131 1,761,703   736,263   952,957    56,975 1,091,064   140,586    98,434   754,259 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   37,722    19,940   -15,512    27,972    36,118    12,891     3,453    20,032     4,763   -13,166    39,006 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.4      24.4       3.6      29.5      12.3      16.0       1.0      18.3       2.4       1.6      12.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:      115       107         9        24        31        28        11        32        26        13        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 3,913,821                :
: Positions                                                                                                    :
:  633,415   737,951    83,408    50,165 1,234,637    67,239    26,864   793,067    70,622    39,446 1,030,570 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    3,484    23,982    11,441     2,825       657    -3,749     6,305    20,334    20,882    -1,087     3,567 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.2      18.9       2.1       1.3      31.5       1.7       0.7      20.3       1.8       1.0      26.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       42        41        13         9        22        14         9        21        15        11        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   262,246                :
: Positions                                                                                                    :
:  146,799   175,793    44,944    46,079    26,626    16,446       886     5,367     3,517       189     1,885 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:     -856     4,272       413    -1,790        36     1,892      -349       336        89       -95       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      67.0      17.1      17.6      10.2       6.3       0.3       2.0       1.3       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        30         4         .         6         5         .         5         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   182,119                :
: Positions                                                                                                    :
:  122,745   104,148    25,181    46,350    22,449     2,227         0     2,406     1,243       455     2,632 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    1,505     7,243     4,808    -1,518    -3,026      -202         0       340      -103         0       490 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      57.2      13.8      25.5      12.3       1.2       0.0       1.3       0.7       0.2       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        25         .         9         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   215,410                :
: Positions                                                                                                    :
:  138,230    97,297    11,902    64,328    42,644    10,406         0     2,398       942       567     2,228 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   -4,089    -3,022     8,635     6,740    -1,419      -399         0       552       -31    -1,171      -136 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      45.2       5.5      29.9      19.8       4.8       0.0       1.1       0.4       0.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        21         .        10         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   815,770                :
: Positions                                                                                                    :
:  689,398   213,193     6,452   483,107   107,431         0     3,089     4,912       434       408       795 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:  -19,378   -33,380       467    12,792    -5,265      -215     1,133      -419        93       272      -252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      26.1       0.8      59.2      13.2       0.0       0.4       0.6       0.1       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       41        30         4        15        16         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   248,891                :
: Positions                                                                                                    :
:  147,575   212,984    80,805    14,850     7,936     1,832     1,310     1,651         0       407       895 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   16,468     5,146    -6,997       186     3,210    -1,226       -50       175      -529       269      -460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      85.6      32.5       6.0       3.2       0.7       0.5       0.7       0.0       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        26         .         4         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   230,891                :
: Positions                                                                                                    :
:  169,166   133,755    20,027    81,355     3,393    24,852       396     3,286     1,892       372     1,566 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   -1,956       404       913       630       493       659      -247       228      -494         0       184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      57.9       8.7      35.2       1.5      10.8       0.2       1.4       0.8       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        28         4        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   100,364                :
: Positions                                                                                                    :
:   57,892    40,014    24,941    42,301     4,625     2,557       338     3,538       872       660     1,061 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    6,255     1,332    -4,640        -3       560      -886        60      -408       308         0      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      39.9      24.9      42.1       4.6       2.5       0.3       3.5       0.9       0.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        15         .         6         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   171,267                :
: Positions                                                                                                    :
:  106,242   107,346    31,289    31,958     7,861     6,342     9,763     7,933     3,185         0       151 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    1,557     3,516     1,342       336        36      -621       214       509       905         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      62.7      18.3      18.7       4.6       3.7       5.7       4.6       1.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        23         .         4         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    72,534                :
: Positions                                                                                                    :
:   52,992    12,641     4,430    30,323     6,736         0    13,039       337     1,721         0       111 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    3,578     1,886         0       181         0         0     1,206       -22       917         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      17.4       6.1      41.8       9.3       0.0      18.0       0.5       2.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        12         .         6         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   159,089                :
: Positions                                                                                                    :
:  149,293    47,648       725   102,196       862     2,781     1,532     2,070         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    4,130     2,320       725     1,990         0        64      -124        57         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      30.0       0.5      64.2       0.5       1.7       1.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        21         .        10         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    78,569                :
: Positions                                                                                                    :
:   54,358    54,308     9,820    15,862       620         0         0         0         0       648         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   -2,437    -1,643         0       -69       620         0    -1,388      -186         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      69.1      12.5      20.2       0.8       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   360,009                :
: Positions                                                                                                    :
:  319,022   185,492    10,666   152,546     8,129         0     6,642     2,263    13,433       709     1,252 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   -3,930     2,561     4,677    -2,237     1,447         0     2,362      -249       672       101      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      51.5       3.0      42.4       2.3       0.0       1.8       0.6       3.7       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       32        28         .        10         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    88,383                :
: Positions                                                                                                    :
:   58,006    30,837     5,872    35,273    12,750     5,401         0     1,900     1,262         0       787 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      429     5,632       120       517       186     2,218         0      -873       516         0      -336 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      34.9       6.6      39.9      14.4       6.1       0.0       2.1       1.4       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        15         .         8         8         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    66,082                :
: Positions                                                                                                    :
:   43,074    42,621     4,314     2,587     3,769         0     5,980     1,032       444       434       842 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    1,245    -1,644     2,508       214       151         0     1,455      -273       214         0      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      64.5       6.5       3.9       5.7       0.0       9.0       1.6       0.7       0.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        13         .         .         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   166,506                :
: Positions                                                                                                    :
:  153,909    59,982     3,724    94,836     1,432     4,356     5,456     1,324     1,240         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   16,183     7,418    -2,725       320     1,432      -604     4,876     1,324         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      36.0       2.2      57.0       0.9       2.6       3.3       0.8       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        15         .         7         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   116,095                :
: Positions                                                                                                    :
:   90,323    95,457     5,195     3,828     1,108    14,555    13,392     1,324     2,666         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   16,256     7,607      -124     3,045      -124      -604     4,876     1,324         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      82.2       4.5       3.3       1.0      12.5      11.5       1.1       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       21        25         4         .         .         5         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    45,374                :
: Positions                                                                                                    :
:   43,236    39,721     1,860     5,033         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    3,906     3,937         0        62         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.3      87.5       4.1      11.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        23         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   138,903                :
: Positions                                                                                                    :
:  108,004   118,533    16,845     4,657     5,117         0         0         0       787         0       237 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    6,243     4,235    -4,141      -730     1,881         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      85.3      12.1       3.4       3.7       0.0       0.0       0.0       0.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        20         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    18,000                :
: Positions                                                                                                    :
:   14,522    13,986       602     1,720     1,209         0       217         0         0       248         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    1,131     1,406      -806      -713       837         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      77.7       3.3       9.6       6.7       0.0       1.2       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    72,738                :
: Positions                                                                                                    :
:   45,227    56,668    19,559     6,569     1,315     1,114         0     2,342         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      -64      -844      -214      -276       552      -733         0       451         0    -1,343      -252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      77.9      26.9       9.0       1.8       1.5       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   111,767                :
: Positions                                                                                                    :
:   92,516    59,079     7,712    43,108     2,039         0       755     1,129         0     2,315       354 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   13,174     7,314       -93     6,311      -139         0       492      -299         0        27       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      52.9       6.9      38.6       1.8       0.0       0.7       1.0       0.0       2.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        17         .         4         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    99,588                :
: Positions                                                                                                    :
:   78,725    77,040    13,608    14,264        28     1,127         0     1,032         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    4,993     1,720       -93     2,277      -434    -1,170         0       987      -716         0      -713 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      77.4      13.7      14.3       0.0       1.1       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        16         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    66,494                :
: Positions                                                                                                    :
:   24,273    42,389    33,921    16,404     1,006         0     1,213     1,203         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      493     1,569       548      -252      -428         0        61       -61         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      63.7      51.0      24.7       1.5       0.0       1.8       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         6         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   127,542                :
: Positions                                                                                                    :
:  104,057    88,348     4,325    22,310    10,050         0       314     2,311       218         0       248 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   -2,724    -2,911         0       944       217         0       253       244       218         0       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      69.3       3.4      17.5       7.9       0.0       0.2       1.8       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        14         .         4         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   310,626                :
: Positions                                                                                                    :
:  265,365    94,983     5,143   180,297    16,893    10,372    10,756     1,154     1,954     1,169     1,021 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   11,331     8,209     1,910      -229      -113    -1,069     2,330       -52      -516         0       327 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      30.6       1.7      58.0       5.4       3.3       3.5       0.4       0.6       0.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        19         .        13         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    41,035                :
: Positions                                                                                                    :
:   28,277    37,380     8,737     1,805        31     1,550         0         0       465        31       620 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    4,778     8,246     1,577      -248        31     1,240         0         0       124      -620       620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      91.1      21.3       4.4       0.1       3.8       0.0       0.0       1.1       0.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    52,289                :
: Positions                                                                                                    :
:   20,533    46,776    26,375         0     3,444         0         0         0         0       589         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    1,568       608      -861         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      89.5      50.4       0.0       6.6       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         5         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   215,664                :
: Positions                                                                                                    :
:  142,273   164,330    35,440     1,653    12,561     8,853     7,674     3,311     6,050    22,502       183 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:   -1,685     2,585     1,441    -2,318     1,323       477       486      -678        30         0       183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      76.2      16.4       0.8       5.8       4.1       3.6       1.5       2.8      10.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        26         6         .         6         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    78,714                :
: Positions                                                                                                    :
:   58,484    63,521     2,571     7,350       906     6,793         0     3,311         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      608       336         0       183         0       -89         0        89         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      80.7       3.3       9.3       1.2       8.6       0.0       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    92,947                :
: Positions                                                                                                    :
:   46,217    77,052    35,895     4,025     8,160         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:     -333      -459       604         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      82.9      38.6       4.3       8.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        16         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    95,364                :
: Positions                                                                                                    :
:   63,031    51,834    21,927    20,559     2,211         0    16,295     1,010       915         0         0 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      838       803      -636      -925       155         0       393      -126         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      54.4      23.0      21.6       2.3       0.0      17.1       1.1       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        19         4         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,442,443                :
: Positions                                                                                                    :
:  172,169   239,292   200,719    53,418   143,837   271,046   255,198   316,897    32,231   151,895   239,344 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    2,218     5,017      -147     1,512     2,444    -1,258   -19,019    -8,842   -11,508     3,000     9,889 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      16.6      13.9       3.7      10.0      18.8      17.7      22.0       2.2      10.5      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   299                     :
:       41        39        20        14        29        67        50        73        33        49        77 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,351,291                :
: Positions                                                                                                    :
:  161,664   169,519    38,985    90,083   588,074    64,736     4,270   196,215    27,595    31,663   269,614 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      -70       231     3,446       -32    -2,969   -10,634    -1,285     3,907     2,859    -3,368     1,302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.0      12.5       2.9       6.7      43.5       4.8       0.3      14.5       2.0       2.3      20.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   144                     :
:       38        31        10        18        25        31        11        30        22        14        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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   394,989                :
: Positions                                                                                                    :
:   73,729    69,367     3,750    37,790    93,692    33,970     5,597    23,855    82,772    83,878    75,003 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    3,915       572       420    -3,111     3,109    -4,641    -1,294     7,753    -1,456     4,218      -669 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      17.6       0.9       9.6      23.7       8.6       1.4       6.0      21.0      21.2      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       15        18         4        12        16         5         4        12         9         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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    81,043                :
: Positions                                                                                                    :
:   11,272    13,135       622     4,231     3,770    19,571    12,772    17,753     1,779     3,025    25,946 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      689     2,071       441       206       -81     2,312     1,439       653    -1,265    -1,490     3,487 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9      16.2       0.8       5.2       4.7      24.1      15.8      21.9       2.2       3.7      32.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       11        16         .         4         5         7         8        13         4         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 2,707,340                :
: Positions                                                                                                    :
:  420,231   448,571    24,689   870,293   560,698   323,618    51,125   493,484   593,665     8,460   255,474 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    5,558     2,197      -198     7,121     6,392   -13,348    -2,535       350    16,612       375     1,947 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      16.6       0.9      32.1      20.7      12.0       1.9      18.2      21.9       0.3       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       61        56         .        24        27        19         6        22        18         7        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,008,275                :
: Positions                                                                                                    :
:  178,119   102,983   200,493   128,079   322,016    24,305    65,764   115,761    25,006   130,950   138,139 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    4,206     1,303   -23,444   -16,542    25,128    15,064     9,716    -6,334       795     2,286     8,082 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.7      10.2      19.9      12.7      31.9       2.4       6.5      11.5       2.5      13.0      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       18        18        17         7        22         7        12        15        12        13        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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    24,586                :
: Positions                                                                                                    :
:   21,938    19,552        43     3,045     1,058         0         0       120       882       130       125 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:    1,144       813        -5       284        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      79.5       0.2      12.4       4.3       0.0       0.0       0.5       3.6       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       31        30         .         6         7         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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    13,964                :
: Positions                                                                                                    :
:   11,653    10,858       568       970     1,104         0         0         0       260       368       233 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:       21       207        64       -16       -35         0         0         0         0       -86       166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      77.8       4.1       6.9       7.9       0.0       0.0       0.0       1.9       2.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        17         .         4         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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     9,508                :
: Positions                                                                                                    :
:    3,653     4,705     4,227     3,415       163         0         0         0       885       912       194 :
:                                                                                                              :
: Changes from:     July 16, 2013                                                                              :
:      -30        51       186         0        15         0         0         0       -45       120        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      49.5      44.5      35.9       1.7       0.0       0.0       0.0       9.3       9.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 26, 2013