```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,919,800: 2,348,329  1,293,914    111,386  2,234,084    614,067    930,738     24,619  1,077,848    225,419     87,960    573,994:   38,019    13,314
Old  : 5,919,800: 2,348,329  1,293,914    111,386  2,234,084    614,067    930,738     24,619  1,077,848    225,419     87,960    573,994:   38,019    13,314
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :   109,106:    43,884     13,229      3,260     65,082      3,193    -12,085        510     13,245     46,469       -851     12,426:   -1,286     2,272
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       21.9        1.9       37.7       10.4       15.7        0.4       18.2        3.8        1.5        9.7:      0.6       0.2
Old  :     100.0:      39.7       21.9        1.9       37.7       10.4       15.7        0.4       18.2        3.8        1.5        9.7:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:       108         90          6         25         27         23          8         25         34          8         36:
Old  :       218:       108         90          6         25         27         23          8         25         34          8         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       22.0       41.2       38.1       14.9       17.4       20.9       27.2
Old  :                 24.9       22.0       41.2       38.1       14.9       17.4       20.9       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   722,391:    65,426    184,305    247,728     56,097    133,425     32,092     96,403     73,713     52,334     60,659    117,111:      562       678
Old  :   722,391:    65,426    184,305    247,728     56,097    133,425     32,092     96,403     73,713     52,334     60,659    117,111:      562       678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     9,401:     3,871        -17       -436     14,518     -3,422     -6,924     -1,680      4,247     13,518     -2,792     -1,453:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.1       25.5       34.3        7.8       18.5        4.4       13.3       10.2        7.2        8.4       16.2:      0.1       0.1
Old  :     100.0:       9.1       25.5       34.3        7.8       18.5        4.4       13.3       10.2        7.2        8.4       16.2:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        80:        21         21         13          7         19          6          9          9          9         12         18:
Old  :        80:        21         21         13          7         19          6          9          9          9         12         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       44.3       56.4       65.7       30.6       28.4       38.3       37.8
Old  :                 38.9       44.3       56.4       65.7       30.6       28.4       38.3       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   239,022:   108,592    172,435     47,164     14,406     32,311     16,130      7,804      3,240     12,048          0      2,224:   17,313     6,602
Old  :   239,022:   108,592    172,435     47,164     14,406     32,311     16,130      7,804      3,240     12,048          0      2,224:   17,313     6,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     4,021:      -224      4,207     -4,719        757      3,216      4,344     -1,454     -1,897      4,211          0        -49:     -861      -759
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       72.1       19.7        6.0       13.5        6.7        3.3        1.4        5.0        0.0        0.9:      7.2       2.8
Old  :     100.0:      45.4       72.1       19.7        6.0       13.5        6.7        3.3        1.4        5.0        0.0        0.9:      7.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        20         20          5          .          6          4          .          .          4          0          .:
Old  :        42:        20         20          5          .          6          4          .          .          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       62.2       60.0       78.2       27.8       53.8       45.6       64.8
Old  :                 37.2       62.2       60.0       78.2       27.8       53.8       45.6       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   181,640:   128,638    101,735      6,218     44,365     26,772     12,953      1,074        969        387          0      1,098:    4,605     5,627
Old  :   181,640:   128,638    101,735      6,218     44,365     26,772     12,953      1,074        969        387          0      1,098:    4,605     5,627
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     6,335:     9,548     11,112       -394     -1,281        673     -1,986          0       -343          0       -432       -310:     -853    -3,084
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       56.0        3.4       24.4       14.7        7.1        0.6        0.5        0.2        0.0        0.6:      2.5       3.1
Old  :     100.0:      70.8       56.0        3.4       24.4       14.7        7.1        0.6        0.5        0.2        0.0        0.6:      2.5       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         20          .          6          9          .          .          .          .          0          .:
Old  :        37:        21         20          .          6          9          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       56.7       76.1       74.8       50.1       47.8       64.0       59.5
Old  :                 56.2       56.7       76.1       74.8       50.1       47.8       64.0       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   219,875:   140,732     94,637     22,469     91,789     16,174     23,669      2,354      5,683        116      2,515        704:   10,328     6,019
Old  :   219,875:   140,732     94,637     22,469     91,789     16,174     23,669      2,354      5,683        116      2,515        704:   10,328     6,019
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     6,746:     8,848     -3,609       -965      6,640       -599       -923      2,054       -356        116        834       -198:      823     1,980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.0       43.0       10.2       41.7        7.4       10.8        1.1        2.6        0.1        1.1        0.3:      4.7       2.7
Old  :     100.0:      64.0       43.0       10.2       41.7        7.4       10.8        1.1        2.6        0.1        1.1        0.3:      4.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        15         16          4          7          8          .          .          .          .          .          .:
Old  :        36:        15         16          4          7          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       42.4       70.5       67.2       46.6       37.9       61.8       55.3
Old  :                 50.4       42.4       70.5       67.2       46.6       37.9       61.8       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   764,211:   611,776    152,242      5,132    494,940    104,622      3,557      1,876      3,045     27,252        157      1,141:    7,686     6,188
Old  :   764,211:   611,776    152,242      5,132    494,940    104,622      3,557      1,876      3,045     27,252        157      1,141:    7,686     6,188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    13,628:     5,499      1,153      3,210     11,312        -56       -295       -801      2,238      1,532        156         30:    1,470      -404
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       19.9        0.7       64.8       13.7        0.5        0.2        0.4        3.6        0.0        0.1:      1.0       0.8
Old  :     100.0:      80.1       19.9        0.7       64.8       13.7        0.5        0.2        0.4        3.6        0.0        0.1:      1.0       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        31         20          .         15         17          .          .          .          .          .          .:
Old  :        56:        31         20          .         15         17          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       45.6       57.5       66.1       36.9       41.6       54.5       58.4
Old  :                 38.7       45.6       57.5       66.1       36.9       41.6       54.5       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   238,384:   155,155    197,475     52,577     12,740      6,727     16,538          0        886          0     14,758          0:    6,501     5,798
Old  :   238,384:   155,155    197,475     52,577     12,740      6,727     16,538          0        886          0     14,758          0:    6,501     5,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     4,220:     4,335      3,739      1,068          0        108        398          0         98       -148          0        -62:   -1,577       337
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       82.8       22.1        5.3        2.8        6.9        0.0        0.4        0.0        6.2        0.0:      2.7       2.4
Old  :     100.0:      65.1       82.8       22.1        5.3        2.8        6.9        0.0        0.4        0.0        6.2        0.0:      2.7       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        26         23          4          4          4          4          0          .          0          .          0:
Old  :        46:        26         23          4          4          4          4          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       44.3       65.2       65.8       41.4       42.5       56.2       59.4
Old  :                 46.3       44.3       65.2       65.8       41.4       42.5       56.2       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   227,036:   195,570     98,468     16,221    114,971      6,096      1,129          0      2,824        476          0          0:    4,720     4,677
Old  :   227,036:   195,570     98,468     16,221    114,971      6,096      1,129          0      2,824        476          0          0:    4,720     4,677
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     4,084:     4,631      4,509       -800        -84          0     -1,273          0         -6        476          0          0:    1,056      -335
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       43.4        7.1       50.6        2.7        0.5        0.0        1.2        0.2        0.0        0.0:      2.1       2.1
Old  :     100.0:      86.1       43.4        7.1       50.6        2.7        0.5        0.0        1.2        0.2        0.0        0.0:      2.1       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        26         22          5          9          4          .          0          .          .          0          0:
Old  :        49:        26         22          5          9          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       42.6       64.3       64.2       45.2       40.7       61.4       61.5
Old  :                 47.2       42.6       64.3       64.2       45.2       40.7       61.4       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    74,292:    42,003     24,152     15,754     35,461      4,283      5,212        496      1,440        280          0          0:    5,320     8,460
Old  :    74,292:    42,003     24,152     15,754     35,461      4,283      5,212        496      1,440        280          0          0:    5,320     8,460
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :      -304:     1,712       -517        139        219         12     -2,244         31        -40         56          0          0:       61        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       32.5       21.2       47.7        5.8        7.0        0.7        1.9        0.4        0.0        0.0:      7.2      11.4
Old  :     100.0:      56.5       32.5       21.2       47.7        5.8        7.0        0.7        1.9        0.4        0.0        0.0:      7.2      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         11          .          5          4          .          .          .          .          0          0:
Old  :        27:        13         11          .          5          4          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       53.4       76.5       70.5       53.9       52.4       71.4       67.8
Old  :                 56.7       53.4       76.5       70.5       53.9       52.4       71.4       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   149,702:    93,900     88,679      5,995     21,395     11,692      1,912     15,099      8,115     17,677        983        308:   10,103     3,431
Old  :   149,702:    93,900     88,679      5,995     21,395     11,692      1,912     15,099      8,115     17,677        983        308:   10,103     3,431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     2,147:     1,345      1,513        827          0       -360        575        755        181       -120       -151         91:     -392       118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       59.2        4.0       14.3        7.8        1.3       10.1        5.4       11.8        0.7        0.2:      6.7       2.3
Old  :     100.0:      62.7       59.2        4.0       14.3        7.8        1.3       10.1        5.4       11.8        0.7        0.2:      6.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         23          .          5          5          .          .          .          .          .          .:
Old  :        39:        20         23          .          5          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       40.2       71.3       62.9       53.3       38.0       61.2       52.8
Old  :                 55.5       40.2       71.3       62.9       53.3       38.0       61.2       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    22,448:    15,342     19,733      3,479        447          0      2,528          0          0          0      1,685          0:    1,099       583
Old  :    22,448:    15,342     19,733      3,479        447          0      2,528          0          0          0      1,685          0:    1,099       583
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       644:       112        992        364          0          0          0          0          0          0          0          0:      168      -348
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       87.9       15.5        2.0        0.0       11.3        0.0        0.0        0.0        7.5        0.0:      4.9       2.6
Old  :     100.0:      68.3       87.9       15.5        2.0        0.0       11.3        0.0        0.0        0.0        7.5        0.0:      4.9       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         11          .          .          0          .          0          0          0          .          0:
Old  :        21:         9         11          .          .          0          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       80.5       89.5       89.6       67.0       76.7       85.0       85.4
Old  :                 71.0       80.5       89.5       89.6       67.0       76.7       85.0       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    82,239:    63,412     26,878      2,888     32,356      1,592          0      7,964      4,604          0          0          0:    9,743     8,845
Old  :    82,239:    63,412     26,878      2,888     32,356      1,592          0      7,964      4,604          0          0          0:    9,743     8,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :      -134:       420        197          0        302          0          0       -604       -119          0          0          0:     -435        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       32.7        3.5       39.3        1.9        0.0        9.7        5.6        0.0        0.0        0.0:     11.8      10.8
Old  :     100.0:      77.1       32.7        3.5       39.3        1.9        0.0        9.7        5.6        0.0        0.0        0.0:     11.8      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         10          .          7          5          0          .          .          0          0          0:
Old  :        24:        13         10          .          7          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       40.9       75.3       64.0       51.2       36.1       64.0       54.3
Old  :                 54.2       40.9       75.3       64.0       51.2       36.1       64.0       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   164,528:   144,725     38,971     10,126    116,003      1,678        698          0      1,058          0          0          0:    6,243     6,818
Old  :   164,528:   144,725     38,971     10,126    116,003      1,678        698          0      1,058          0          0          0:    6,243     6,818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     3,832:     3,635     -1,491       -470      6,615       -522        256          0        -97          0          0          0:    1,030      -673
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.0       23.7        6.2       70.5        1.0        0.4        0.0        0.6        0.0        0.0        0.0:      3.8       4.1
Old  :     100.0:      88.0       23.7        6.2       70.5        1.0        0.4        0.0        0.6        0.0        0.0        0.0:      3.8       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        23         13          .          8          .          .          0          .          0          0          0:
Old  :        37:        23         13          .          8          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       52.1       71.4       77.2       51.8       52.1       70.1       77.2
Old  :                 52.7       52.1       71.4       77.2       51.8       52.1       70.1       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    84,370:    46,397     53,746     23,491     27,823      1,094          0          0          0          0          0          0:   13,388     1,707
Old  :    84,370:    46,397     53,746     23,491     27,823      1,094          0          0          0          0          0          0:   13,388     1,707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       326:     1,583      1,356          0        214          0          0          0          0          0          0          0:   -1,257    -1,244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       63.7       27.8       33.0        1.3        0.0        0.0        0.0        0.0        0.0        0.0:     15.9       2.0
Old  :     100.0:      55.0       63.7       27.8       33.0        1.3        0.0        0.0        0.0        0.0        0.0        0.0:     15.9       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         16          5          5          .          0          0          0          0          0          0:
Old  :        28:        12         16          5          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       56.5       62.7       77.3       36.7       54.9       51.5       67.7
Old  :                 40.6       56.5       62.7       77.3       36.7       54.9       51.5       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   285,653:   237,536    135,382     31,287    129,709      8,483      2,077          0        783          0      2,298        816:    4,671     8,182
Old  :   285,653:   237,536    135,382     31,287    129,709      8,483      2,077          0        783          0      2,298        816:    4,671     8,182
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     4,331:     4,088       -467       -244      3,146        -64          0          0        -93          0        406       -226:      870     1,629
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       47.4       11.0       45.4        3.0        0.7        0.0        0.3        0.0        0.8        0.3:      1.6       2.9
Old  :     100.0:      83.2       47.4       11.0       45.4        3.0        0.7        0.0        0.3        0.0        0.8        0.3:      1.6       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        35         25          4         10          4          .          0          .          0          .          .:
Old  :        55:        35         25          4         10          4          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       48.1       58.1       68.0       36.5       48.1       54.1       66.7
Old  :                 39.6       48.1       58.1       68.0       36.5       48.1       54.1       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,543:    48,027     21,546     13,776     23,373     14,878      3,009     11,236      1,922          0        115        431:    3,500    12,042
Old  :    85,543:    48,027     21,546     13,776     23,373     14,878      3,009     11,236      1,922          0        115        431:    3,500    12,042
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :      -360:      -483      1,313         74     -1,105          5       -241       -421       -273          0         56        -56:      614       121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       25.2       16.1       27.3       17.4        3.5       13.1        2.2        0.0        0.1        0.5:      4.1      14.1
Old  :     100.0:      56.1       25.2       16.1       27.3       17.4        3.5       13.1        2.2        0.0        0.1        0.5:      4.1      14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         12          4          6          7          .          .          .          0          .          .:
Old  :        29:        12         12          4          6          7          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       37.3       79.4       58.8       46.5       29.3       59.9       46.9
Old  :                 62.3       37.3       79.4       58.8       46.5       29.3       59.9       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV                                                                      Code-0233A8
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    65,887:    40,354     38,969      6,706      8,906      5,442          0      3,228        825          0          0          0:   12,560     8,517
Old  :    65,887:    40,354     38,969      6,706      8,906      5,442          0      3,228        825          0          0          0:   12,560     8,517
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     3,796:        57     -1,779        235      4,641      1,430          0       -124        488          0          0          0:    1,586      -860
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       59.1       10.2       13.5        8.3        0.0        4.9        1.3        0.0        0.0        0.0:     19.1      12.9
Old  :     100.0:      61.2       59.1       10.2       13.5        8.3        0.0        4.9        1.3        0.0        0.0        0.0:     19.1      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         11          .          .          4          0          .          .          0          0          0:
Old  :        23:        13         11          .          .          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       56.3       70.1       78.4       52.1       52.7       62.3       69.9
Old  :                 55.9       56.3       70.1       78.4       52.1       52.7       62.3       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   123,715:    89,006     51,137      1,866     57,977      1,132     25,416      2,824      3,696      1,428          0          0:    1,171     6,949
Old  :   123,715:    89,006     51,137      1,866     57,977      1,132     25,416      2,824      3,696      1,428          0          0:    1,171     6,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     4,115:        19      1,743     -1,120        672      1,008        -59     -1,456      2,576      1,428          0          0:      263      -428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       41.3        1.5       46.9        0.9       20.5        2.3        3.0        1.2        0.0        0.0:      0.9       5.6
Old  :     100.0:      71.9       41.3        1.5       46.9        0.9       20.5        2.3        3.0        1.2        0.0        0.0:      0.9       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         8         10          .          6          .          4          .          .          .          0          0:
Old  :        26:         8         10          .          6          .          4          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       58.0       92.0       78.2       72.3       57.9       83.9       74.2
Old  :                 77.1       58.0       92.0       78.2       72.3       57.9       83.9       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   105,187:    47,019     87,819      8,967        248      1,126     32,170      3,878      7,664      6,791      2,480          0:    1,450     1,972
Old  :   105,187:    47,019     87,819      8,967        248      1,126     32,170      3,878      7,664      6,791      2,480          0:    1,450     1,972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     3,528:      -560      2,470          0          0          0        -59     -1,456      2,576      1,428          0          0:      143       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.7       83.5        8.5        0.2        1.1       30.6        3.7        7.3        6.5        2.4        0.0:      1.4       1.9
Old  :     100.0:      44.7       83.5        8.5        0.2        1.1       30.6        3.7        7.3        6.5        2.4        0.0:      1.4       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        17         24          .          .          .          7          .          .          .          .          0:
Old  :        53:        17         24          .          .          .          7          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       55.8       71.5       75.3       46.7       53.1       62.9       66.0
Old  :                 51.8       55.8       71.5       75.3       46.7       53.1       62.9       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,192:    19,580     20,069        930        813          0          0          0          0          0          0          0:      682       310
Old  :    21,192:    19,580     20,069        930        813          0          0          0          0          0          0          0:      682       310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       672:     1,120        448          0        224          0       -634          0          0          0          0          0:      186         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.4       94.7        4.4        3.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.2       1.5
Old  :     100.0:      92.4       94.7        4.4        3.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.2       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         17          .          .          0          0          0          0          0          0          0:
Old  :        29:        12         17          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       62.1       81.6       78.9       55.7       62.1       79.6       78.9
Old  :                 55.9       62.1       81.6       78.9       55.7       62.1       79.6       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   114,698:    85,490     86,276     12,340      2,613      4,059          0      7,276          0          0      2,782          0:   12,809    11,692
Old  :   114,698:    85,490     86,276     12,340      2,613      4,059          0      7,276          0          0      2,782          0:   12,809    11,692
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     3,201:     4,281        979       -811         46        151          0        428          0          0          0          0:     -420     1,597
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       75.2       10.8        2.3        3.5        0.0        6.3        0.0        0.0        2.4        0.0:     11.2      10.2
Old  :     100.0:      74.5       75.2       10.8        2.3        3.5        0.0        6.3        0.0        0.0        2.4        0.0:     11.2      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        26         24          .          .          .          0          .          0          0          .          0:
Old  :        36:        26         24          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       41.1       69.9       61.0       45.2       38.2       53.0       50.3
Old  :                 55.1       41.1       69.9       61.0       45.2       38.2       53.0       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    66,721:    39,585     47,144     15,263      8,999      1,969      1,941          0      2,139          0          0          0:    5,824     6,470
Old  :    66,721:    39,585     47,144     15,263      8,999      1,969      1,941          0      2,139          0          0          0:    5,824     6,470
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     6,392:     4,682        994       -828      1,308      1,755     -1,687          0        917       -218          0       -224:    1,995     1,642
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       70.7       22.9       13.5        3.0        2.9        0.0        3.2        0.0        0.0        0.0:      8.7       9.7
Old  :     100.0:      59.3       70.7       22.9       13.5        3.0        2.9        0.0        3.2        0.0        0.0        0.0:      8.7       9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         11          .          4          .          .          0          .          0          0          0:
Old  :        21:         9         11          .          4          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       64.7       86.5       79.0       64.7       61.8       74.1       72.4
Old  :                 71.7       64.7       86.5       79.0       64.7       61.8       74.1       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   110,048:    89,470     46,413      2,492     40,199      8,585          0        176      1,823          0          0          0:    7,678    12,852
Old  :   110,048:    89,470     46,413      2,492     40,199      8,585          0        176      1,823          0          0          0:    7,678    12,852
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    -1,673:      -527     -1,258         28       -674        213     -1,366        176         38          0          0          0:      -59      -168
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       42.2        2.3       36.5        7.8        0.0        0.2        1.7        0.0        0.0        0.0:      7.0      11.7
Old  :     100.0:      81.3       42.2        2.3       36.5        7.8        0.0        0.2        1.7        0.0        0.0        0.0:      7.0      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         19          .          4          .          0          .          .          0          0          0:
Old  :        30:        19         19          .          4          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       45.0       74.3       65.2       47.3       43.1       59.6       56.0
Old  :                 54.6       45.0       74.3       65.2       47.3       43.1       59.6       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    81,525:    50,653     67,901     23,990      4,130      1,828        139          0      1,023          0          0          0:    3,892     6,643
Old  :    81,525:    50,653     67,901     23,990      4,130      1,828        139          0      1,023          0          0          0:    3,892     6,643
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     1,039:       -57        920      1,646        424       -332        139          0      1,023          0          0          0:   -1,380      -996
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.1       83.3       29.4        5.1        2.2        0.2        0.0        1.3        0.0        0.0        0.0:      4.8       8.1
Old  :     100.0:      62.1       83.3       29.4        5.1        2.2        0.2        0.0        1.3        0.0        0.0        0.0:      4.8       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         14          .          .          .          .          0          .          0          0          0:
Old  :        24:        16         14          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       60.8       81.2       82.4       57.6       55.3       73.0       71.6
Old  :                 61.4       60.8       81.2       82.4       57.6       55.3       73.0       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    27,802:    14,727     22,994      6,076        976        558      4,902          0          0          0      1,406          0:    1,539     1,868
Old  :    27,802:    14,727     22,994      6,076        976        558      4,902          0          0          0      1,406          0:    1,539     1,868
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     3,416:       392      1,624        952        976          0      1,960          0          0          0        896          0:      112       -80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       82.7       21.9        3.5        2.0       17.6        0.0        0.0        0.0        5.1        0.0:      5.5       6.7
Old  :     100.0:      53.0       82.7       21.9        3.5        2.0       17.6        0.0        0.0        0.0        5.1        0.0:      5.5       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8         12          .          .          .          .          0          0          0          .          0:
Old  :        24:         8         12          .          .          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       47.1       85.8       72.9       47.6       44.4       72.0       67.6
Old  :                 55.5       47.1       85.8       72.9       47.6       44.4       72.0       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   123,095:   104,838    102,861      3,027      8,647      6,712        463          0        475        336      2,354          0:    7,244     2,046
Old  :   123,095:   104,838    102,861      3,027      8,647      6,712        463          0        475        336      2,354          0:    7,244     2,046
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     2,777:     5,717      1,572     -3,282      1,284        240       -267          0        -95        336          0          0:      128      -224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       83.6        2.5        7.0        5.5        0.4        0.0        0.4        0.3        1.9        0.0:      5.9       1.7
Old  :     100.0:      85.2       83.6        2.5        7.0        5.5        0.4        0.0        0.4        0.3        1.9        0.0:      5.9       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16         13          .          .          .          .          0          .          .          .          0:
Old  :        25:        16         13          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       75.6       79.4       91.1       57.5       70.1       70.0       80.0
Old  :                 57.6       75.6       79.4       91.1       57.5       70.1       70.0       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   279,502:   224,730     66,134     11,323    157,230     15,996      7,708     29,861      2,872          0          0          0:   16,873     7,409
Old  :   279,502:   224,730     66,134     11,323    157,230     15,996      7,708     29,861      2,872          0          0          0:   16,873     7,409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     5,413:     5,871      3,079       -168      8,763     -3,020      3,914       -908       -657          0          0          0:     -527    -1,844
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       23.7        4.1       56.3        5.7        2.8       10.7        1.0        0.0        0.0        0.0:      6.0       2.7
Old  :     100.0:      80.4       23.7        4.1       56.3        5.7        2.8       10.7        1.0        0.0        0.0        0.0:      6.0       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        24         14          .         11          8          .          .          .          0          0          0:
Old  :        44:        24         14          .         11          8          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       47.7       61.0       70.8       40.4       41.0       52.9       60.5
Old  :                 44.3       47.7       61.0       70.8       40.4       41.0       52.9       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    30,592:    23,066     25,976      2,183      2,983        546      3,711          0          0          0          0          0:    1,086     1,087
Old  :    30,592:    23,066     25,976      2,183      2,983        546      3,711          0          0          0          0          0:    1,086     1,087
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     2,422:     1,064      4,018        840     -1,638       -238        672          0          0          0          0          0:       84       280
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       84.9        7.1        9.8        1.8       12.1        0.0        0.0        0.0        0.0        0.0:      3.5       3.6
Old  :     100.0:      75.4       84.9        7.1        9.8        1.8       12.1        0.0        0.0        0.0        0.0        0.0:      3.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          .          .          .          .          0          0          0          0          0:
Old  :        22:        11         11          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       76.6       86.2       93.9       58.4       74.3       86.2       91.0
Old  :                 58.4       76.6       86.2       93.9       58.4       74.3       86.2       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                                                                                            Code-0233C1
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    35,274:    27,833     27,865      4,922      7,192        186          0          0          0          0          0          0:    2,333        31
Old  :    35,274:    27,833     27,865      4,922      7,192        186          0          0          0          0          0          0:    2,333        31
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       448:       448        168          0        280          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       79.0       14.0       20.4        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.6       0.1
Old  :     100.0:      78.9       79.0       14.0       20.4        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.6       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         15          .          4          .          0          0          0          0          0          0:
Old  :        22:        11         15          .          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       48.8       90.1       73.5       74.6       48.8       82.3       73.1
Old  :                 75.5       48.8       90.1       73.5       74.6       48.8       82.3       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    42,628:    13,590     40,550     25,099        899        124          0          0          0      1,991          0          0:    1,824     1,055
Old  :    42,628:    13,590     40,550     25,099        899        124          0          0          0      1,991          0          0:    1,824     1,055
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       820:    -1,004        652          0          0          0          0          0          0      1,712          0          0:      112       168
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.9       95.1       58.9        2.1        0.3        0.0        0.0        0.0        4.7        0.0        0.0:      4.3       2.5
Old  :     100.0:      31.9       95.1       58.9        2.1        0.3        0.0        0.0        0.0        4.7        0.0        0.0:      4.3       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         11          4          .          .          0          0          0          .          0          0:
Old  :        26:        11         11          4          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       61.4       88.4       85.6       73.7       61.3       85.6       85.2
Old  :                 74.0       61.4       88.4       85.6       73.7       61.3       85.6       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   237,079:   171,222    155,730     37,266     28,017     10,386          0      5,480      2,935      4,280     30,652      1,338:    9,652     2,541
Old  :   237,079:   171,222    155,730     37,266     28,017     10,386          0      5,480      2,935      4,280     30,652      1,338:    9,652     2,541
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    -1,514:     7,869     -5,320    -11,273      3,735      1,644          0        619       -314       -462       -398        -55:    1,077    -1,425
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.2       65.7       15.7       11.8        4.4        0.0        2.3        1.2        1.8       12.9        0.6:      4.1       1.1
Old  :     100.0:      72.2       65.7       15.7       11.8        4.4        0.0        2.3        1.2        1.8       12.9        0.6:      4.1       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        29         24          6          .          5          0          .          .          .          .          .:
Old  :        50:        29         24          6          .          5          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       47.2       57.0       64.5       36.2       46.3       50.1       60.1
Old  :                 38.0       47.2       57.0       64.5       36.2       46.3       50.1       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    89,406:    48,626     80,628     27,437      5,267          0        774          0        422      8,320          0          0:    3,827     3,089
Old  :    89,406:    48,626     80,628     27,437      5,267          0        774          0        422      8,320          0          0:    3,827     3,089
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     2,764:     1,334      1,315        786      2,227          0        774       -222       -712       -143          0          0:      725       156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       90.2       30.7        5.9        0.0        0.9        0.0        0.5        9.3        0.0        0.0:      4.3       3.5
Old  :     100.0:      54.4       90.2       30.7        5.9        0.0        0.9        0.0        0.5        9.3        0.0        0.0:      4.3       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         19          .          .          0          .          0          .          .          0          0:
Old  :        33:        19         19          .          .          0          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       62.8       66.4       84.6       43.9       49.0       58.0       70.7
Old  :                 49.3       62.8       66.4       84.6       43.9       49.0       58.0       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    79,324:    28,994     63,404     38,245      7,272      5,848          0          0          0          0          0          0:    6,237     2,800
Old  :    79,324:    28,994     63,404     38,245      7,272      5,848          0          0          0          0          0          0:    6,237     2,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       176:      -252        176        428          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       79.9       48.2        9.2        7.4        0.0        0.0        0.0        0.0        0.0        0.0:      7.9       3.5
Old  :     100.0:      36.6       79.9       48.2        9.2        7.4        0.0        0.0        0.0        0.0        0.0        0.0:      7.9       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         12          7          .          .          0          0          0          0          0          0:
Old  :        25:        12         12          7          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       63.1       68.1       83.3       38.3       54.1       63.7       72.1
Old  :                 40.2       63.1       68.1       83.3       38.3       54.1       63.7       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    90,225:    59,381     41,735     15,863     32,845      1,738          0      2,735      1,107          0      3,648          0:   12,136     6,417
Old  :    90,225:    59,381     41,735     15,863     32,845      1,738          0      2,735      1,107          0      3,648          0:   12,136     6,417
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    -1,952:    -1,273     -2,247       -118        151       -122          0        611       -655          0          0          0:      216       310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       46.3       17.6       36.4        1.9        0.0        3.0        1.2        0.0        4.0        0.0:     13.5       7.1
Old  :     100.0:      65.8       46.3       17.6       36.4        1.9        0.0        3.0        1.2        0.0        4.0        0.0:     13.5       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         14          .          .          .          0          .          .          0          .          0:
Old  :        27:        17         14          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       69.5       62.6       83.4       45.5       63.2       60.1       72.8
Old  :                 45.9       69.5       62.6       83.4       45.5       63.2       60.1       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    13,078:    12,091      8,953          0        930          0        589      1,365          0        280        248          0:      118     1,582
Old  :    13,078:    12,091      8,953          0        930          0        589      1,365          0        280        248          0:      118     1,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       840:       728        840          0          0          0          0          0          0         56          0          0:       56         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.5       68.5        0.0        7.1        0.0        4.5       10.4        0.0        2.1        1.9        0.0:      0.9      12.1
Old  :     100.0:      92.5       68.5        0.0        7.1        0.0        4.5       10.4        0.0        2.1        1.9        0.0:      0.9      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         8         11          0          .          0          .          .          0          .          .          0:
Old  :        22:         8         11          0          .          0          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       38.8       94.1       66.8       60.5       33.4       75.1       56.8
Old  :                 77.4       38.8       94.1       66.8       60.5       33.4       75.1       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,287,601:   157,947    241,728    116,948     30,141    104,932    293,458    136,078    338,947     29,526    235,619    171,032:   74,811    29,124
Old  : 1,287,601:   157,947    241,728    116,948     30,141    104,932    293,458    136,078    338,947     29,526    235,619    171,032:   74,811    29,124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    11,752:     6,118      2,904    -12,145      4,174       -515     13,344    -13,470      3,762      3,927     16,309     -3,006:      267     1,594
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       18.8        9.1        2.3        8.1       22.8       10.6       26.3        2.3       18.3       13.3:      5.8       2.3
Old  :     100.0:      12.3       18.8        9.1        2.3        8.1       22.8       10.6       26.3        2.3       18.3       13.3:      5.8       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       303:        38         34         21         14         27         99         30         74         31         52         54:
Old  :       303:        38         34         21         14         27         99         30         74         31         52         54:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       28.8       37.0       44.4        9.0       14.8       13.2       21.1
Old  :                 23.2       28.8       37.0       44.4        9.0       14.8       13.2       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   450,129:    77,036     61,330     12,674     75,749    104,698     26,252     25,096     25,931    145,780    101,260     52,430:    5,328     3,635
Old  :   450,129:    77,036     61,330     12,674     75,749    104,698     26,252     25,096     25,931    145,780    101,260     52,430:    5,328     3,635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     4,013:     1,250         40      1,141        470       -503          0      1,000        720        555      1,833       -464:    1,314       917
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.1       13.6        2.8       16.8       23.3        5.8        5.6        5.8       32.4       22.5       11.6:      1.2       0.8
Old  :     100.0:      17.1       13.6        2.8       16.8       23.3        5.8        5.6        5.8       32.4       22.5       11.6:      1.2       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        15         14          .         14         15          6          .         12         15          6         15:
Old  :        68:        15         14          .         14         15          6          .         12         15          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       46.7       59.0       60.8       32.6       29.1       42.4       37.8
Old  :                 39.6       46.7       59.0       60.8       32.6       29.1       42.4       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    71,520:    10,105      6,192     26,746      9,569     12,638      2,356      8,623      7,580      1,189     16,966      6,636:    4,270     3,316
Old  :    71,520:    10,105      6,192     26,746      9,569     12,638      2,356      8,623      7,580      1,189     16,966      6,636:    4,270     3,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     5,954:       892       -662      4,517      2,793       -112       -398      1,280        849        611      1,636      1,125:   -1,530      -955
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1        8.7       37.4       13.4       17.7        3.3       12.1       10.6        1.7       23.7        9.3:      6.0       4.6
Old  :     100.0:      14.1        8.7       37.4       13.4       17.7        3.3       12.1       10.6        1.7       23.7        9.3:      6.0       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         5          5          6          .          9          .          .          .          .          8          7:
Old  :        28:         5          5          6          .          9          .          .          .          .          8          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       47.6       80.0       69.8       37.7       39.8       47.8       47.3
Old  :                 59.0       47.6       80.0       69.8       37.7       39.8       47.8       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,458,319:   294,187    369,574     21,477    811,678    589,832    282,140     33,869    447,417    625,366      6,170    163,956:   33,944    35,823
Old  : 2,458,319:   294,187    369,574     21,477    811,678    589,832    282,140     33,869    447,417    625,366      6,170    163,956:   33,944    35,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    45,607:     6,002      3,314        606      6,045      4,195    -27,907        473     29,106     35,025     -1,162      5,168:   -6,588    -1,532
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.0       15.0        0.9       33.0       24.0       11.5        1.4       18.2       25.4        0.3        6.7:      1.4       1.5
Old  :     100.0:      12.0       15.0        0.9       33.0       24.0       11.5        1.4       18.2       25.4        0.3        6.7:      1.4       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        47         41          8         20         25         16          7         18         16          7         21:
Old  :       128:        47         41          8         20         25         16          7         18         16          7         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       32.1       57.6       49.6       24.5       18.7       29.8       28.3
Old  :                 43.3       32.1       57.6       49.6       24.5       18.7       29.8       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   853,904:   210,237     81,945    223,564    150,790    207,712     18,170    187,049     69,734     22,975     56,609     95,496:    6,016     4,569
Old  :   853,904:   210,237     81,945    223,564    150,790    207,712     18,170    187,049     69,734     22,975     56,609     95,496:    6,016     4,569
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :    25,520:     9,792      1,905     -2,237     10,583      8,120        -27       -407      5,735      6,046      2,403     -2,619:      710      -200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6        9.6       26.2       17.7       24.3        2.1       21.9        8.2        2.7        6.6       11.2:      0.7       0.5
Old  :     100.0:      24.6        9.6       26.2       17.7       24.3        2.1       21.9        8.2        2.7        6.6       11.2:      0.7       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        12         14         19          .         19          8         12         10          9         11         17:
Old  :        77:        12         14         19          .         19          8         12         10          9         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       36.6       50.8       60.9       25.0       25.3       32.9       39.9
Old  :                 33.4       36.6       50.8       60.9       25.0       25.3       32.9       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    20,018:    18,067     14,472        476      4,139        687          0          0          0        452        171        164:      172       385
Old  :    20,018:    18,067     14,472        476      4,139        687          0          0          0        452        171        164:      172       385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :     1,397:     1,684        185       -163      1,230        -88          0          0          0          0          0          0:      -36        70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.3       72.3        2.4       20.7        3.4        0.0        0.0        0.0        2.3        0.9        0.8:      0.9       1.9
Old  :     100.0:      90.3       72.3        2.4       20.7        3.4        0.0        0.0        0.0        2.3        0.9        0.8:      0.9       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        28         27          .          5          7          0          0          0          4          .          .:
Old  :        50:        28         27          .          5          7          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       64.4       58.2       76.0       31.5       54.1       48.4       62.5
Old  :                 36.4       64.4       58.2       76.0       31.5       54.1       48.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    13,470:    11,538      8,935        660      2,407        956          0          0          0         89        666        160:       67       346
Old  :    13,470:    11,538      8,935        660      2,407        956          0          0          0         89        666        160:       67       346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       710:       570        575         25         40         70          0          0          0          0        -35         45:        0        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       66.3        4.9       17.9        7.1        0.0        0.0        0.0        0.7        4.9        1.2:      0.5       2.6
Old  :     100.0:      85.7       66.3        4.9       17.9        7.1        0.0        0.0        0.0        0.7        4.9        1.2:      0.5       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        24         18          .          6          6          0          0          0          .          .          .:
Old  :        37:        24         18          .          6          6          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       54.9       77.1       74.6       46.0       50.6       61.6       63.5
Old  :                 53.4       54.9       77.1       74.6       46.0       50.6       61.6       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     4,968:     2,126      3,390      2,120        596        290          0          0          0         25        224        107:      300       361
Old  :     4,968:     2,126      3,390      2,120        596        290          0          0          0         25        224        107:      300       361
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 14, 2014                                                                 :
     :       457:        37        547        420          0          0          0          0          0          0        -90          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.8       68.2       42.7       12.0        5.8        0.0        0.0        0.0        0.5        4.5        2.2:      6.0       7.3
Old  :     100.0:      42.8       68.2       42.7       12.0        5.8        0.0        0.0        0.0        0.5        4.5        2.2:      6.0       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         12          4          .          .          0          0          0          .          .          .:
Old  :        24:        12         12          4          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       47.6       72.1       73.9       54.6       43.3       64.4       59.9
Old  :                 55.7       47.6       72.1       73.9       54.6       43.3       64.4       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 24, 2014